I'd say the answer is "It Depends". My general advice is that you should use a single databasechangelog per application although if you have a lot of independent modules it often makes sense to break it up by modules. The modules need to be completely independent, though, with no cross-object references.
In your case, it sounds like you have separate independent modules, but unless you have a good reason it is probably easiest and less error prone to still have a single databasechangelog table that manages what has been applied to both schemas/databases. It is just a trade-off in modularity vs. simplicity.
With a single changelog file and databasechangelog table, You are able to use the "catalogName" attribue on most operations to specify the database that they changes should be made in.
Liquibase uses just one connection, so using a single changelog table will allow you to only need to run liquibase once, but the user you connect as will need permissions to both databases.