With the current version of macOS, that’s not possible. Each monitor is associated with a contiguous chunk of video memory and that’s how a “space” is created/managed. It’s not possible to link spaces together, though it would be a nice feature.
If you want a left/right spaces swipe to move both monitors as though they are linked, that is A1/B1 or A2/B2 or ...
For some strange reason, in System Events, the windows of a process only include windows on the active space. Using this tidbit, I was able to cobble together a solution to this.
tell application "System Events"
tell process process_name
return count of windows
As far as I understand, no such capability exist natively in macOS. Neither am I aware of any such general purpose, third-party tool which works on top of Mission Control.
While the following solution doesn't completely fulfil all your requirements, it may help to a certain extent in achieving the desired.
In such a scenario, I'd separate groups of such ...