I suppose the grey and brown of each valve could be connected together if you can't connect the greys to the heating unswitched supply.
Nope, that would tie the two stats together when both valves are open, backfeeding via the boiler SL and preventing one valve closing while the other stat is still calling for heat. Greys must be fed with permanent live.
In this case the greys are only live when the stats are calling as opposed to being permanently live.