You can only have 1 Dawn-Wings Necrozma at a time, because the N-Lunarizer is like the DNA splicers, it changes from a "join mode" to a "separate mode" after it is used successfully, and vice versa, which means when you use it on another Necrozma, it won't work because it'll try to separate a Dawn-Wings Necrozma.
You can however, have 1 Dawn-Wings Necrozma and 1 Dusk-Mane Necrozma at a time, because the N-Solarizer and N-Lunarizer are separate items.
Source: Experience, Bulbapedia