In this situation no. If you have two clones and disperse one for sage mode, only you enter sage mode as the energy goes to you. Otherwise the energy would be split between you and the clone and then wouldn't be enough to enter sage mode.By now, having been a turn, the clone gathering natural energy disperses to send the natural energy to the real guy who enters sage mode. Both Guy and the first clone then create orbs of wind to the left and right of Jiraiya that act as vacuums and begin to pull everything into them. Jiraiyas defence was weakened by the dragon and mud and the force of the two orbs pull away any left over rock. Not to mention wind is his affinity, so while in SM Guys wind orb gains a large boost. Due to the orbs being on either side and pulling with a tremendous force capable of dragging bodies it is easily enough to pull your hands apart. [Orb Destruction - Edwards CJ]
In this situation, when you have two clones and one disperses having gained enough energy, does the other clone also enter SM?
Jiriaiya smiles as you enter sage mode as he sees the two orbs form on either side of him. He turns his back to the one on his left and releases his earth armour infront of him to the orb that was on his right. The left orb pulls him in and throws him out the other side while the orb on the right pulls in his rock armour and flings it out the other side. Being thrown out on the other side, Jiraiya is ready, with blazing speed he summons ma and pa onto his shoulders that fuse into him and he enters sage mode. (as seen how fast he did it against pein when the bull attacked)