The CDJs are not designed to switch seamlessly from one USB connection to another. We recommend either sequentially disconnecting the CDJs so DJ1 still has CDJ1 connected and DJ2 has CDJ2. Then once the transition is complete, connect CDJ1 to DJ2. Complete the same process in reverse to switch back. Serato may also not like the HID communication being disconnected / reconnected, so if you are not planning on battling back-and-forth, you should consider having DJ1 restart Serato between sets.