Yii2 how to query related tables of different databases on different servers?

Question

Yii

Hello. The essence of the question is this: there are 2 databases, they are located on different servers, they are connected using different users \passwords. For GridView it is necessary to make sorting of a column which is selected from a remote database. Sampling through a separate request to a remote database for each element works fine. But for sorting, as I understand it, it is necessary to do a join, and this is where an error occurs. Tell me, is it possible to sort in a query with 2 databases located on different servers?
Error: "SELECT command denied to user 'user'@'localhost' for table 'game'"

// Код, который выбирает игры и связные данные
        $query = Game::find()
            ->with(['relations', 'user', 'categories', 'characters'])
            ->joinWith('core as core');

        $config = [
            'query' => $query,
            'sort' => $this->getSort(),
            'pagination' => ['pageSize' => 40]
        ];

        $dataProvider = new ActiveDataProvider($config);

// метод для сортировки данных
// ошибка в колонке complaints
private function getSort()
    {
        return new Sort([
            'attributes' => [
                'id',
                'name',
                'complaints' => [
                    'asc' => ['core.complaints' => SORT_ASC],
                    'desc' => ['core.complaints' => SORT_DESC],
                ]
            ],
        ]);
    }

It turns out I can't join two databases because of different connections

'components' => [
        'db' => [
            'class' => 'yii\db\Connection',
            'dsn' => 'подключение',
            'username' => 'юзер',
            'password' => 'пароль',
            'charset' => 'utf8',
        ],
        'db_core' => [
            'class' => 'yii\db\Connection',
            'dsn' => 'подключение',
            'username' => 'юзер',
            'password' => 'пароль',
            'charset' => 'utf8',
        ],

Answer 1

it will not be possible to join between two bases, as an option I see such a perversion:
they made a request to 1 base, took the data, formed a clone in the second base, then we work within the same base.
Or implement filtering already in php, where there are two data arrays.