How about building your own dome lights with geometry and an emissive material instead of using the built-in Octane light? Then you can use as many HDRI inputs a you want and mix them as you like. True, it won't have the fancy features of the specialized light objects, but it's easy enough to use multiple HDRIs as input materials. It might take a bit more setup with render passes to get all of the functionality, but it should work pretty well.
Edit: I forgot that you can do that right in the Sky object itself. In C4D, our main 3D tool these days, you can't view materials applied to lights in the normal material node editor. I've never liked C4D's obtuse material editor, so I'll often ignore Octane's light objects for texture based lighting and build them myself from geometry and full Octane materials. That way I can have a much more intuitive interaction with, and understanding of, the shader networks driving them.
Technical Director - C4D, Maya, AE, - Washington DC