AMS does not support any sort of server side stitching of manifests across multiple assets today. The only way to solve for this would be to work with some form of server side stitching solution that can aggregate multiple HLS manifests and combine them back into a single manifest. The key there is that your content would need to be encoded the same.
I have seen some customers just host a simple Node.js server or use Azure Functions to pull in multiple HLS or DASH manifests, and merge them into a single manifest - but I don't have any pointers to code in Git Hub that would demonstrate how to do that.
There are some good commercial solutions out there that could run in a containers (K8s I think...) on Azure as well. I recommend checking into Unified Streaming's Remix product - https://www.unified-streaming.com/solutions/content-stitching-vod