You cannot do this using different themes. The solution is to create a theme that has different face definitions depending on the terminal. If you look at an example like font-lock-comment-face, you'll see how it works. Instead of specifying ((class color) (min-colors 88) (background dark)) you could also specifcy (type tty) or (type graphic)etc. The manual has more info.

(defface font-lock-comment-face
  '((((class grayscale) (background light))
 :foreground "DimGray" :weight bold :slant italic)
(((class grayscale) (background dark))
 :foreground "LightGray" :weight bold :slant italic)
(((class color) (min-colors 88) (background light))
 :foreground "Firebrick")
(((class color) (min-colors 88) (background dark))
 :foreground "chocolate1")
(((class color) (min-colors 16) (background light))
 :foreground "red")
(((class color) (min-colors 16) (background dark))
 :foreground "red1")
(((class color) (min-colors 8) (background light))
 :foreground "red")
(((class color) (min-colors 8) (background dark))
 :foreground "yellow")
(t :weight bold :slant italic))
  "Font Lock mode face used to highlight comments."
  :group 'font-lock-faces)

You cannot do this using different themes. The solution is to create a theme that has different face definitions depending on the terminal. If you look at an example like font-lock-comment-face, you'll see how it works. Instead of specifying ((class color) (min-colors 88) (background dark)) you could also specifcy (type tty) or (type graphic) etc. The manual has more info.

(defface font-lock-comment-face
  '((((class grayscale) (background light))
 :foreground "DimGray" :weight bold :slant italic)
(((class grayscale) (background dark))
 :foreground "LightGray" :weight bold :slant italic)
(((class color) (min-colors 88) (background light))
 :foreground "Firebrick")
(((class color) (min-colors 88) (background dark))
 :foreground "chocolate1")
(((class color) (min-colors 16) (background light))
 :foreground "red")
(((class color) (min-colors 16) (background dark))
 :foreground "red1")
(((class color) (min-colors 8) (background light))
 :foreground "red")
(((class color) (min-colors 8) (background dark))
 :foreground "yellow")
(t :weight bold :slant italic))
  "Font Lock mode face used to highlight comments."
  :group 'font-lock-faces)

I guess you could write a function that takes two themes and produces a merged theme, with faces from one theme being assigned (type tty) and faces from the other theme being assigned (type graphic) where both of the original themes use t.