I'm using two screens on Yosemite 10.10.4. When I change desktops, I have to change manually for first screen and then again for the second.
Is there any way to change both screens at once? Or make "one desktop" for both screens?
If I understand your question correctly, it seems you wish to to change the behavior of the Spaces feature in Yosemite do this:
This will require a logout to affect the change.