AlwaysOn AG between 2 sql server failover clusters I have 2 windows failover cluster and each of them consist of 2 nodes (virtual machines). And on each cluster has its own ms sql role which uses seperate shared discs :
1. wincluster1 (wsfcnode1 and wsfcnode2) - sqlclust1
2. wincluster2 (wsfcnode3 and wsfcnode4) - sqlclust2

For example on the sqlclust1 side I have Testdb database.

Question : Can I setup alwayson available group for this database between sql failover clusters?
If you are using SQL Server 2016, you can use Distributed Availability Groups, which is what you are describing. See more here.

If you are using SQL Server 2014 or SQL Server 2012, the answer is no. You'd have to put all 4 nodes into the same cluster and then setup an AG with 4 replicas. If two of the nodes are in a different data center, you'd want those two replicas to be asynchronous for performance reasons.