Nano (assuming you mean classic Nano 3) have only one hardware serial port. If you wanted to attach a second serial port, you would need to use software serial, which is quite slow, and additional USB-serial adapters. Some of these are also slow, it seems.
Most (but not all) Nano will communicate at up to 2,000,000 baud using their hardware serial ports.
If you switch to a model of Arduino with multiple serial ports, and choose your USB-serial adapters carefully, you should be able to get 2,000,000 baud on each port.
If you choose a model of Arduino with native USB, the baud rate you choose on the code is actually irrelevant. The port will always run at the full speed of USB (albeit only USB 1.0/1.1). I'm not sure how fast that is in practice but could be as high as 12,000,000 baud.
In general, if speed is important, connecting multiple Arduino to a PC, and using virtual COM ports between processes, is not a good strategy!