How can I increase water pressure after installing dual-head shower?
You would need to increase the pipe size from the water supply (hot and cold) to the shower in question.

A potential alternate solution/issue may be that some (most?) of the "gate" or "diverter" valves are not really giving full flow to either device when "set in the middle" - they are designed to go one way or the other, not both. A different one might offer less restriction in that mode; or something cobbled up from a Tee and two full-flow shutoff valves.