I don't know where you live but I hope you're aware that fireplaces are possibly the biggest heat LOSERS you can have! Or are you just looking for the "romance" of a fire?

The only way I can see this accomplished is to have the two fireplaces facing opposite directions but side by side. And you're going to have to check your local codes as many codes require separate chimneys for them.

Probably the cheapest woodburning fireplace would be a prefab for about $5K. That's an absolute minimum--no mantel, no frills. And I agree with christopherh; most of the heat will go up the chimney. If you want heat, not just a pretty flame, go to direct vent technology in either a stove or a fireplace, preferably gas, either natural or LP. A stove would be cheaper. The newer styles are stylish and attractive. If you're really committed to burning wood, consider a stove, one that's designed to be energy efficient.

I doubt that you can legally build the 2 fireplaces you are considering, one inside the other outside and sort of joined at the hip. They may be back-to-back and touching, but they'll each have to have their own venting system.