It depends on the horses.
You may have two that are fine with one leaving and then the other leaving and not do more than maybe nicker when one goes and when it comes back.
I have one that doesn’t care, the other will wish he was going, none has a problem severe enough to have to shut them up in a small, safe place.
Then, if you have three, the same may apply, if one of them is badly herd bound, it will flip when his friend leaves, even if it has another left with him.
You can try training them by a steady routine of taking one out, then the other, always the same, then starting to change the routine and making the distance and time longer and longer, see who reacts how and go from that.
Also at times haul one only, next time both, even if you only want to take a lesson with one, leave it tied to the trailer, etc.
There are all kinds of possible combinations, you have to manage whatever kind you get, to keep them all happy and safe.