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I have a 2015 13" Retina MacBook Pro that comes with 2 Thunderbolt ports and an HDMI port.

I have 2 monitors which have same resolution (1920x1080) and same size, and they also only have DVI and VGA ports (no HDMI ports on both monitors).

I have already connected one of the monitors to my rMBP via a Mini DisplayPort to VGA adaptor. I'm looking to connect the other monitor using a Mini DisplayPort to DVI adaptor.

Now, is there any problem with using different formats of adaptor in this case? Are there any problems/obstacles to set up both external monitors using 1 VGA and 1 DVI adaptor to Mini DisplayPort?

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TL;DR;

No.

Long Version:

Nope.

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HDMI and DVI are nearly identical protocols and it should take only an inexpensive passive HDMI to DVI cable to connect one display. I would discourage the use of VGA as that is analog and will add noise and blurring to your display. Using a mini-DP to DVI adapter will preserve a digital connection to the screen and therefore preserve the quality of the video. Not only will using HDMI improve video quality it will leave a Thunderbolt port open for other uses.

So, one problem is by using VGA you are getting lower quality video. Perhaps you won't see a problem but I've seen VGA on digital displays have problems such as not keeping the image centered, the display and adapter fail to keep synch. Another problem, you are occupying a valuable Thunderbolt port when the empty HDMI port will drive the display just as well, perhaps better.

If you already have the adapters, and the VGA isn't giving problems, then what you describe will do fine. If in the future you need that Thunderbolt port back then an $8 HDMI to DVI cable will free up that port for you. After that just keep the VGA adapter in a drawer in case you need to bring your laptop somewhere and all they have is a VGA screen for you.

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