I just want to make sure that this can happen.
Im quite new to this and I havent tottaly understood it all.
Can you connect 2 LCD displays DIRECTLY to the Arduino Mega?? Without using a breadboard or anything else. Or using Serial LCDs but directly to the microcontroller.
It's all about connections.
Most "shields" are merely a convenience for making the appropriate connections. If you are using the "Dupont" wires that suit the various modules, you have a problem in making multiple connections to the one pin. If you are soldering wires in place - as you would for permanent use - it is not so much of a problem.
I explained the matter of using multiple LCD (alphanumeric) displays in this post and I2C displays further in this.