Hi Oliver,
It is not possible for a peripheral device to be connected to multiple central devices so I do not really understand your question. Anyway, looking at the client/server perspective (independent of GAP roles Peripheral/Central) you have certain rules to follow. In order to send a notification back as a response to a notification, you would have to have a server on the each side of the communication (and essentially a client on each side). Note that the notification uses the connection handle to relay to correct client device.
Maybe I am misunderstanding you. Could you explain the use case in more detail?
Best Regards