I don't know anything about these devices (AEM whatever + EGT/CAN thingy) but I can tell you that a CAN bus is very similar to a home computer (TCP/IP) network. Anything that has a hardware interface compatible with a CAN bus can communicate (send and receive) any message (data, control, status, etc) over a connected (and active) CAN bus. Think of your home router being the CAN bus. Anything that has a RJ45 network jack can plug into that connected and powered up (active) router and send/receive messages to any other device connected to the same router.

The average vehicle these days has at least 15-20 CAN devices for the simplest of vehicles. Lots of times there are even several CAN busses full of devices also.

That being said if your AEM or EGT devices do truly have a CAN bus interface then they can communicate on said bus. Now comes the software part. If AEM or EGTthingy writes their software to be able to send ONLY a specific type of data frame and/or receive ONLY a specific (or set of specific) frame types then there will be a limited amount of functionality available. There may be many frames passing by that CAN bus with valuable info but the AEM or EGTthingy software talking over that hardware CAN interface only knows how to decode or decipher the ones their company decided to implement.

BTW CAN bus communication isn't trivial from a software perspective. CAN bus hardware is a dime a dozen.

HTH