include multiple wp-blog-header.php from different blogs

This will never work, you cannot include wp-blog-header.php multiple times from different installs.

After you include the first blog header, all of the WP functions are now present in the global namespace, all the databse details set, plugins and theme loaded, etc. In order to reset things you would need an entirely new request, defeating the point.

If your goal is to gather data from multiple instances there are better solutions:

  • A multisite installation, allowing switch_to_blog() to do this
  • Calling the REST API ( this can be done via JS or even a different program written in a different language )
  • WP CLI commands

But loading the code of multiple WP installations at the same time is not a solution, and will never work