You can't.
Once a Calyrex is fused with a steed, your second specimen can't fuse with a steed. You can only have 1 Rider Calyrex at the same time.
Source
Due to how the Reins of Unity work, you can only fuse one Calyrex and steed at a time, as the description of the Reins of Unity states that "the Reins of Unity can only fuse together one Calyrex and Glastrier or Spectrier at a time. In order to fuse a Calyrex with a different Glastrier or Spectrier, any existing fusion must be undone" (Bulbapedia)
This combined with the fact that a fused Calyrex cannot be traded, released, or sent to HOME, proves that it is impossible to have two fused Calyrex in one game without hacking.
These properties are all shared with Black/White Kyurem as well as Dusk Mane/Dawn Wings Necrozma.