There is no such thing as a crit transfer between guns, the whole thing is just a bad explanation.
All of your gear
And all of your skills
Give their bonuses to YOU
Sal just happens to be able to wield 2 guns at the same time, so he has an extra source of crit bonuses.
All of these operate the same way: The tresspasser allows YOU to bypass shield, you just happen to be able to do it with another gun too.
Moxxi healing doesn’t transfer: it applies to YOU as a whole: when you’re holding a Moxxi gun, any damage you do will heal you: grenade, melee, Helios, Shock storm, Unforseen, Nova shields, Spike shields, Raving retribution, Cloudkill …anything. Of course, that means it applies to the other gun Sal is holding.
And yes, 2 moxxi guns do stack: they both give YOU their effect