@Mike Dean currently there is no direct connection like ODBC available, but there are other options.
Azure Data Factory facilitates data movement and orchestration, and is like the cloud version of SQL Server Integration Services (SSIS). It has built-in connectors for Azure SQL Data Warehouse / Azure Synapse, and scheduling abilities. Typically, Data Factory is the one to initiate pulling the data. Here is a How-to involving loading into Synapse/ Data Warehouse.
A more passive option would be to use External Tables and External Data Sources. The External Data Sources can target a location in your Azure Storage Account (typically blob) where data resides (often partitioned). If both of your Warehouses have identically configures External Data Source, and External Table, then they would both be operating on the same data.
These are the top two recommendations I have for you. Other approaches are possible. Please let me know if this helps, or if you have further queries.