It is important to check for autofluorescence after your secondary antibody step, when high auto-fluorescence is found use 0,1% sudan black solution for 5 minutes it will give  you nicer picture when analyzing on confocal microscope. I suggest also to do everything step by step, not putting the two interested primary antibodies togheter, but first the 1 primary then 1 secondary, then 2 primary and then 2 secondary, this is in my experience working, and giving the best results. 

Using immunoperoxidase you can use two different substrates red ALK and brown DAB simultaneously with the two different antibodies.

Regards