Can one dendrite pass through another?
I can't think of any reason that would explicitly prohibit a dendrite from travelling through a space created by another dendrite's branching pattern. In non-EM images of dendritic branching patterns I don't think I have ever observed dendritic loops, but of course, that has nothing to do with whether or not they occur. Nonetheless, I think there are more likely explanations for what you are seeing in these particular images.

As shown, the upper and lower parts of the "dendrite" in the first image do not look like a continuous structure. I would guess that you are looking at a synapse or some other contact between two different processes in the first image. The 3-4'o'clock connection in the loop suggests this interpretation. Can you see vesicles in the images around those connections?

The other dendrite that shows up in your second image might be a glial cell or some other cell's dendrite that participates in the synapse. Alternatively, the other dendrite may just be a chance passing of two dendrites that don't interact functionally.

Of course, it could be that you and the computer have just completely misunderstood the data. My understanding of the Eyewire interface is that the computer guides a lot of the identification and doesn't easily allow you to see the surrounding areas so you can't track structures all the way to their sources. In such a situation, it seems probable that you would end up with ambiguous instances like this that you would have a hard time resolving without more information/expertise. But maybe Seung or one his colleagues can come weigh in on that?