TMC5160/5130 is a cdriver IC, it has a controller and driver embedded on the common base. The evaluation kits are mainly designed to explore the controller features present in the IC itself.
TMC4361 is the controller IC that is intended to take action on the step loss of the motor as it has a PID controller in the feedback. Therefore, it is not possible to connect two controller eval-kits.
Instead we recommend using the TMC4361 with a gate driver IC, so there is only one controller IC in the loop. An example of such a setup would be to use TMC2160 gate driver IC in combination with TMC4361.