In my opinion the reliable way to do this is that you put the databases to communicate with each other, not so that you use the client application to do it.
For example in Sql Server you can establish a
linked server[
^] which can be a connection to another database including Oracle. Oracle has a same kind of mechanism: HS (Heterogenous Services).
Now on the server side you can use distributed transactions to handle multi database DML so that transactions are still reliable. Also you can for example manipulate the Oracle database from a trigger inside Sql Server database and so on.
Without any more specific information it's hard to say what you should do and how. But hopefully that gives the basic idea.