Hi Olivier. If you don’t mind installing additional components, one option is to use the command line sound processing utility SoX to mix individual audio files. If not installed, install the Homebrew package manager from Terminal:
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)”
Then install SoX:
brew install sox
The following series of commands will create two /tmp audio files (automatically deleted by the system after a preconfigured period of time), mix them together, and place the mixed audio file on the Desktop. Copy and paste the following as a block into Terminal:
say -v Thomas "Bonjour" -o /tmp/bj.aiff &&
say -v Bruce "Good morning" -o /tmp/gm.aiff &&
sox -m /tmp/bj.aiff /tmp/gm.aiff ~/Desktop/bonjour.aiff
For best results use enhanced-quality voices. Because overlapping speech can create an aural muddle with poor distinction between the speech parts, you can add silence with the silence command [[slnc]] in milliseconds to adjust the amount of overlap. For instance:
say -v Thomas "Bonjour" -o /tmp/bj.aiff &&
say -v Bruce "[[slnc 300]] Good morning" -o /tmp/gm.aiff &&
sox -m /tmp/bj.aiff /tmp/gm.aiff ~/Desktop/bonjour.aiff
If you want to play the speech synthesizers simultaneously and record to file from the command line without creating individual temp files, first install GNU parallel with Homebrew from Terminal:
brew install parallel
Use the following command and follow the directions to silence the citation notice:
parallel --bibtex
Additionally, download and install either iShowU Audio Capture or Soundflower to be able to capture system sound. Once installed, open the Audio MIDI Setup app located in /Applications/Utilities/. Press the '+' button in the bottom left corner and select "Create Multi Output Device”.

If using iShowU Audio Capture, select both "Built-in Output” and "iShowU Audio Capture” in the right side panel. If using Soundflower, select both "Built-in Output” and "Soundflower (2ch)”. In either case, if selected, deselect “Drift Correction” as a starting point. You can change the name from Multi-Output Device in the left side panel by clicking on it.

With either iShowU Audio Capture or Soundflower, select the corresponding Multi-Output-Device in the left side panel, click the gear icon in the bottom left and select "use this device for sound output”.

Still in the left side panel, select either "iShowU Audio Capture” or "Soundflower (2ch)”, click the gear icon in the bottom left and select “use this device for sound input”. In the right side panel, click the Input button and reduce the master volume (M) to a value of 0.96 or less to prevent clipping.

Note the microphone and speaker icons for the currently selected input and output. You can also select input and output devices by navigating to > System Preferences > Sound.
In Terminal, use the following piped commands which will place an audio file on the Desktop:
parallel ::: 'say -v Bruce "Good morning"' 'say -v Thomas "Bonjour"' | rec ~/Desktop/bonjour.aiff trim 0 00:02
Adjust the recording time, 2 seconds in the above example (00:02), as necessary.

Tested with OS X Yosemite 10.10.5