Ответ из 
SOreturn [
'components' => [
    'db1' => [
        'class' => 'yii\db\Connection',
        'dsn' => 'mysql:host=localhost;dbname=db1name', 
        'username' => 'db1username',
        'password' => 'db1password',
    ],
    'db2' => [
        'class' => 'yii\db\Connection',
        'dsn' => 'mysql:host=localhost;dbname=db2name', 
        'username' => 'db2username',
        'password' => 'db2password',
    ],
],
];
QueryBuilder:
Yii::$app->db1->createCommand((new \yii\db\Query)->select('*')->from('tbl_name'))->queryAll();
Yii::$app->db2->createCommand((new \yii\db\Query)->select('*')->from('tbl_name'))->queryAll();
ActiveRecord
public static function getDb() {
    return Yii::$app->db2;
    // return Yii::$app->db1;
}