Both Arduinos would be able to drive a LED. With some simple logic you can have each control it. You could use a common cathode bi-color where one would drive one color the other the other color. Ground would be common. You would get either color or the combined color.
Gary Fowler has posted a great CAN library that comes with both a transmit and receive sketch. They are written in such a way that you can combine them into one sketch and do your other things. Here is the link. I used external boards (china) for less then a buck and it had the MCP2515 CAN controller and the bus transceiver for less then a buck a few months ago. So far over two dozen have worked without any problems.
I would not using this approach as that will become a load for your laptop. I use a 4 wire cable with two being power and two being can, it works nicely.
Let us know how this sounds.