At this moment there is no a direct was to make manual relationships between categories.
But you may make somehow a common taxonomy into which you can place all the products of both categories. This way you will have a common category, so the products will be related.
You can use a plugin for this reason like this: https://wordpress.org/plugins/custom-taxonomy-creator/ (I have never tried this plugin, but may be good for this reason.)
I hope you can solve this problem using this or a similar solution.