I have learnt now that you should not have two different SQL databases running on one server
What's that for a nonsense???
I have several SQL Server server and on each I have 10 and more different databases; that's waht SQL Server is designed for and it can easiely handle. it.
Hosting SQL Server databases on a USB stick works, but it's not supported and you run into high risks of damage etcs; don't do it!