SGP can only connect one camera at a time. The Lodestar connects through
PHD. But that has nothing to do with SX. You should be able to use both a
main SX camera and SX guide camera (main camera with SGP, guide camera with
PHD).
Did you properly install the ascom driver for both a SX main camera and SX
guide camera? The installer asks you if you have each of those cameras.
Also, which camera are you choosing in PHD2? There are two you can choose
from:
1. Starlight Xpress SXV
2. Starlight Xpress Guider (ASCOM)
I have had better success with Starlight Xpress SXV.