ya, that's a special design type character - not something the software recognizes with any of it's standard tools. Part of what makes this software easy to work is the fact most things are focused on standard bipeds and simplified workflows.
part of what makes this software very cool is the ability to import custom / non standard characters - but it also leaves you without standard tools / ez buttons.
so yes, you can create and import a character like that from another software ...but since 3DX5 will only recognize a standard biped - it will only recognize 1 head - and the 2nd head would fall into the extra bones category.
What you want to do, is unusual for iclone to do - so you will not find standard ways for doing something non standard. it's not impossible, it's just not an every day thing.
again, it's not impossible to do, even with mashing up 2 characters - where you make one body invisible....but since it's not standard, you will have to find a non standard way of saving.
IE - save each one with a specific pose centered in the world, so at the very least they can load up exactly the same way every time, and you can simply re-attach them.
☯🐉
"To define Tao is to defile it" - Lao Tzu