I have a suggestion about the features of DataObjects. What about adding the ability to specify a connection name that a specific DataObject should need to use. There are situations that some tables are managed by Silverstripe but are located somewhere else or at different database name.
Thanks for willing to contribute to SilverStripe! Propositions won't always be picked up from within these forums though. Please check out this documentation on how to contibute: http://doc.silverstripe.org/framework/en/trunk/misc/contributing/code
In the mean time, as to multiple db connections, there are some solutions/workarounds around. For example: http://www.silverstripe.org/customising-the-cms/show/13692
I remember a discussion about this a short while ago in the core developers group (https://groups.google.com/d/forum/silverstripe-dev) but I can't seem to find it just now...
Basically afaik you cannot work with multiple connections at the same time, but you can switch between connections if need be.