Disagree with that. First of all, that whole scene involved multiple dimensions and probably T'A'R, in which teleportation is trivial. Secondly, Moghedien is 'pushed' into the room, and for a second (a potentially long one given the nature of the vacuoles) she is neither with SH nor Moridin. The only distinction is that at one minute she is with SH and the next with Moridin, and as I recall she is blinded during the transition.

In fact, the careful wording of this seems to SUPPORT the theory that they are combined, because it would have been easy to have them together in a scene. But they are explicitly not together in the room.