@Clément DumontZeppelin currently supports 2 implementations of shiro:
1. org.apache.zeppelin.realm.LdapRealm, which is the one you should use if running HDP 2.6 onwards
2. org.apache.zeppelin.server.ActiveDirectoryGroupRealm which is supported only for AD but from HDP 2.6 you should use (1)
None of the above implementations support authenticating users from 1 ldap and fetching groups from different ldap. To answer your question this is not supported as of now.
HTH
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