Is it possible to connect two headphones to the phone without any splitter?
You can do it even via Bluetooth. Just search for proprietary Bluetooth technology ShareMe. For example:
http://www.cnet.com/news/get-two-pair-of-shareme-bluetooth-headphones-for-56-98/
http://www.amazon.com/ShareMe-Bluetooth-Headphones-Wireless-Technology/dp/B0152GBS66

ShareMe technology lets you to stream music wirelessly to another ShareMe equipped headphones.