ArcPro can only connect to one portal at a time. This makes it impossible to create and publish a service that consumes content from both AGOL and Enterprise Portal. Can you please enable multiple simultaneous 'portal' connections?
The ArcGIS Ideas site is a good place to submit this request.
Is there a reason that adding the services/content to a webmap is not an option? It is not really recommended to create a new service comprised of other services (cascading services) now that there are better ways to combine them. Maybe an overview of the use case would help to come up with a solution that works best.