I don't know if its a simple task but I have been trying to find the answer in the documentation and couldn't find any:
Say that I have 2 lists that capturing 2 different segmented recipients.
What I did right now is that I 'Read List' both of them and do a 'Union' step to combine them.
Which got me thinking, what If there is a lot of lists that needs to be combined? is it possible to just query them under 1 step ? (e.g. list 1 OR list 2)
There is not the ootb option for your requirements.
Take a look at this question, it's quite similar to your problem.
compare recipients in two or more lists in a worklow