It's a good idea to get the distinction clear between a "schema" and a "schema document". The situation you are describing does not have several schemas, it has a single schema assembled from multiple schema documents.
Identity constraints such as xs:unique are associated with element declarations, and although they are globally named, they have to be written inline within the element declaration. So as far as I'm aware, there's no way of doing what you want - except of course by using non-XSD mechanisms to assemble your schema documents, for example XInclude or plain old external entities.
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference