The Arduino Mega 2560 has 5V I2C bus.
That level shifter should be connected with 5V to HV and 3.3V to LV.
Arduino 2560 5V to HV
Arduino 2560 GND to GND
Arduino 2560 SDA to one of the four signals connectors, for example HV1
Arduino 2560 SCL for exampel to HV2.
Both the Arduino Due on the other side.
One Arduino Due 3.3V to LV
Both Arduino Due GND to GND
Both Arduino Due SDA to for example LV1
Both Arduino Due SCL for example to LV2