Connect the two CDJs to each-other directly using one ethernet cable. Does it work? Good, try the same with the other ethernet cable. Still working? The players and the cables are good.
If one cable failed but not the other, that one cable is bad, players and other cable are fine.
If both cables failed, it could be a rare case of both cables being bad and both players being fine, but in this situation, go for a 3rd cable just to be sure - if that one fails as well, the problem is one or both of the CDJs.