It is possible but you have to check if the gateways are designed for this. Gateways that are not designed for this will be designed as Single Masters; you require Multi Master capability.
A search on the DiiA product catalog for application controllers (KNX/DALI gateways are in this class) with support for other application controllers on the same bus currently yields 12 results. You have to delve into the product details of each one to see if it is a KNX gateway because this isn't relevant to the DiiA classification system, but it looks like at time of writing only Lunatone make such a product.
Another important point is to watch out for integrated bus power supplies. It is simpler if the gateways do not have an integrated bus power supply. DALI requires that the total current limit is up to or including 250mA.
What can go wrong?
If two or more Single Masters are on the same bus, there will be many collisions in the forward frames without any collision avoidance, detection or recovery. This means that commands sent from the KNX/DALI gateways on the DALI bus will often be corrupted and the control gear will not react to them. How often that occurs depends on the DALI frame send rates and quantity of gateways on the same bus. There should be no hardware damage to the gateways or control gear if the power supply limit is respected. Multi Master devices have these collision avoidance, detection and recovery features included so that they can co-exist with other Multi Masters on the same bus without producing corrupted forward frames.
