Secondary Identity to Stitch the data

Description -

We want to have secondary identity to stitch multiple dataset.
Ex
data set 1 > identity 1, identity 2, identity 3
data set 2 > identity 1
data set 3 > identity 2

use case - we want create segment in CJA where segment created with data set 3 applied in data set 2 should show results.
we are looking to integrate data set 2 and data set 3 using dataset 1 as a pivot and get results.

Why is this feature important to you -

With wasting data engineering teams time we want to accomplish the stitching within the tool 

How would you like the feature to work -

seamlessly 

Current Behaviour -

One identity used to stitch the data