You can use a variable to to achieve that. Pick the sprites around the first selected sprite and set their variable 'select' to 1. Then for the second selected sprite do the same but check if 'select' 1, if it is then that sprite is overlapping both originally selected sprites.
+ Sprite: Value 'foo' Equal to 1
+ Sprite: Sprite overlaps Sprite
+ Sprite: [negated] Sprite: Value 'foo' Equal to 1
-> Sprite: Set 'select' to 1
+ Sprite: Value 'foo' Equal to 2
+ Sprite: Sprite overlaps Sprite
+ Sprite: [negated] Sprite: Value 'foo' Equal to 2
+ Sprite: Value 'select' Equal to 1
-> Sprite: Set filter to Black
You will need to set 'select' back to 0 every time you change what 2 objects are originally selected.