In linear gauge you can have as many segments as you need.
Fr each of it, you set the limit
Let say first segment 0 is 0 and associate red color
second segment A starts 0.2 and associate yelow color
third segment B starts 0.4 and associate green color
so you'll get red between 0 and 20%, yellow between 20 and 40% and green over 40%
If you by "two segments" mean two expressions displayed with two bars, then that is not possible. Gauges only support a single expression. Segments in gauges usually mean the red/yellow/green portions of the gauge.
To display something like this, create two gauges, trim down the 'decoration' as much as possible. Line them up and add a background behind them - for example a text box on a lower layer - to visually 'combine' them. If you need a scale, put it on one of the two bars so that it appears above or below the pair of bars.