Where I can find an USB dongle to connect two devices with external power?
According to the USB specification, these things should NOT exist. They are illegal (re: USB) for precisely the reasons you are struggling with it.

Electrically, we describe this condition as "contention." You are causing two power sources to fight for control of a wire. It's a bad thing... ;-)

USB On-The-Go (OTG) uses a separate pin (not shown in your diagram) to solve the contention issue.