This is a speculative question since I don't know if such an engine is even plausible.
The idea: we'll start Stockfish and Leela at the same time using both my CPU and GPU. Within a fraction of a second, both engines will output principal variations. Then we use the other engine's principal variations to influence our search. For example, suppose Stockfish wants to play 1. e4 and Leela wants to play 1. d4. Using this, we move 1. e4 up Leela's move ordering, and do the same for 1. d4 and Stockfish.
In other words, both engines use the other engines' principal variation to influence their search, such that both engines is preferentially searching the other engine's principal variation. Then, combine the results from both engines, e.g. if the engines agree then play the move, and apply other heuristics if they don't. The idea seems straightforward to extend if the principal variations are the same up to 5 moves ahead, etc, and it also sounds obvious that it should produce a stronger engine.
This kind of engine would still be reliant on Leela and Stockfish individually, but be able to take advantage of both CPU and GPU resources. As far as I know there's no engine that does this (GPU engines already use some CPU power, but it's small; CPU engines don't use the GPU at all). So: does this idea work? If so, has anyone tried it? If not, why not?