I have my domain split into multiple Entity Framework models. I have some shared entities that span multiple models (named Lookup), however, these are replaced with \"using\
If each part of your model is written to a separate database, then perhaps the edmx files should not know about each other (about entities or relationship to entities that do not belong to them).
How about trying one of the following approaches:
(To end up with same entities classes for each part, but make EF oblivious of connections between them.)
Let me know if one of these works.
Good luck, Danny.