@sameermhaisekar Thank you for reaching out with your query.
Currently you can use Azure Lighthouse in gov cloud, and both tenants must be in the same cloud. Please refer to the below note in this documentation.
"You can manage delegated resources that are located in different regions. However, delegation of subscriptions across a national cloud and the Azure public cloud, or across two separate national clouds, isn't supported."
Also, please feel free to use our feedback channel to create a feedback item. Which would also enable users in the community to upvote & comment on the same item. This allows our team to effectively prioritize your request against our existing feature backlog and also gives us insight into the potential impact of implementing the suggested feature. Thanks.
Hope this information helps, please let us know if you have any further queries. Thank you