Even in SE3, you could still only have one SY working on a ship at a time. Ships/bases just had the ability to have multiple SYs, each with their own build "queues."
The UI to link such yards together would not be fun to use...
In any case, though, what is wrong with building batches of 20 warships every 5 turns instead of 4 warships every turn?
And if you stagger your queue completion times, you get 4 warships every turn from your stack of 20 BSYs already.
Actually, you can mod an AI script to create a design with more than one space yard component for you and both yards will contribute their build ability to the same construction project.