The major places the UP (pre-MP merger) and ATSF touched were in Kansas City, Denver and Los Angeles.
If you go post-MP merger then the UP and ATSF touched in Texas (El Paso, Ft Worth, Sweetwater, Houston, Galveston, Beaumont) plus additional places in Kansas, and in the Oakland area.
Sharing engines in a switching area is way less likely than sharing engines on a road train. The best scenario for what you want to do with ATSF and UP is to say your layout is terminal railroad jointly owned by both the ATSF and UP. It has no engines of its own, but uses engines supplied by the owners. There are dozens of examples of that type of operation across the country. You can make up your own railroad (Harbor Terminal RR, Terminal Belt RR, etc.) and then use whatever engines you declare the owners are. For example in Houston the Port Terminal Railroad Assoc. (PTRA) in the 1970's was owned jointly by the MP, ATSF, FWD, CRIP, and MKT and used engines from all those roads.