Not quite sure what you are trying to achieve here. But you might be able to achieve your aim using external entities, e.g. if XMLFILE1.XML is coded as:
<!DOCTYPE doc[
<!ENTITY e SYSTEM "XMLFILE2.XML">
]>
<doc>&e;</doc>
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference