You can't really do that and expect it to move on properly.
I mean, if you have 2 scenes and you want them to bounce back and forth after two loops,(then do it all over again), sure, no problem. I see a great application for that, sort of a quickie show concept.
But if you really want to use those two scenes and do 2 loops and simplify:
Take Scene 1 and COPY it. Select all the steps in it and PASTE it at the end(Use the past steps, I am not on a machine with MyDMX right now). Now there is your loop. GO into your second scene, copy all of those steps. Close it, go back into that scene you make just a few monents ago, go to the last step, past steps TWICE.
There ya go. A bit easier, and if you use it a lot, gives you more options and less to go through. This still leaves your originals alone and available for other applications.