When migrating objects in Strategy Object Manager 9.x, it is not possible to select multiple objects in the source that exist in different folder paths.
However, the following procedure will allow users to achieve the same functionality:
This will effectively migrate all the shortcuts and its dependencies (their respective objects which exist in different paths) at the same time to the destination.
Users can also create packages to achieve the same results. Instructions on creating an Object Manager package can be found in KB31821: How to create an Object Manager Package for transfer of objects between metadatas in MicroStrategy 9.4.x-10.x?