Hi @KelvinG! Welcome to the community. 
One of Retool's greatest strengths is it's ability to integrate with multiple data sources, even from within a single application. Are you looking to present that data to your users as if it is from a single source? Generally speaking, you should write separate queries that hit each data source and then merge them on the Retool side. The best way to do this is to utilize "Query JSON with SQL" to join the results of the two individual queries.
There's nothing in particular that I can think of or recommend when it comes to security and performance. Like I said, this is what Retool is built for!