Pulse Ox recording on two devices.

No. Only one device can be preferred activity tracker. 

I suspected that, however is there anyway I can track Pulse Ox on both devices? Garmin Connect suggests this isn't possible without selecting a default device. 

Have them connected to separate Garmin accounts.

Can you then synchronise the data from the two accounts or import the sleep data to the account with my F6? I only use the Vivosmart to track sleep. 

I don't know about pulse ox. But otherwise you can use multiple devices with one Garmin account. for example, you can wear a vivoactive at work during the day. Then you synchronize it with connect. Then you can do your training with a fenix that was on the table throughout the day, but then you will be shown the steps that you have already collected during the day. If you syncronize this watch too.

This is what I do. I switch between the both devices during the day etc and they synchronise with no problem. It's the being able to use the Pulse Ox tracking that seems to be the issue with two devices ans I can't understand why. 

As I said. I don't know whether this is possible with pulse ox. Technically, I would see no problem in doing that there.

I can't understand why. 

As noted, it's because only one device per user account can be set as preferred activity tracker. Pulse Ox does not sync as part of PhysoTrueUp. 

That's the why. Not difficult to understand.

What I suspect you mean is you cannot understand why Garmin do not allow two devices track to PulseOX and combine the results. For that to be answered you need to contact Garmin Support.