Let's assume
Now engine temperature sensor, sends data to ENGINE TWIN, and i want this data to be automatically updated in VEHICLE TWIN.
No, it's not possible out-of-the-box. From a "digital twin" pattern, one digital twin mirrors one physical device/asset. I would suggest that to model your twins close to the real world devices - your most powerful device aggregating different capabilities would be the vehicle. The "vehicle" twin contains (amonst others) an "engine" feature.
If you want to stick to the "several twins per physical asset" pattern you are on your own in syncing/copying the data from one twin to another.