There is no way this could work. You are trying to take on what are essentially two full-time jobs in two different countries.
Not to even start with thinking you could write two theses ...
Pick the one that is a better fit. If you really want to spend time at both then you can work out a way to spend time at the other one as a visiting student or take 1-2 classes (if your school supports that).
I wouldn't bring this up with either school if you want them to take you seriously. Sorry if that sounds harsh.