All terms belong to one and only Glossary.
At this time Microsoft Purview does not support multiple glossaries.
The newest "(business) Metamodel" feature (in preview;
https://learn.microsoft.com/en-us/azure/purview/concept-metamodel) might provide an alternative approach that allows multiple "glossaries".
Using this Metamodel feature one could create "asset types" named "Glossary" and "Glossary Term" respectively and relate these with a "contains" relationship or the built-in "Groups" relationship.
Then one can create multiple instances of the "Glossary" asset type, then create instances of "Glossary Term" and relate as necessary these term instances to the desired instances of "Glossary".