This is probably not what you want since it wouldn't prevent users from changing state, but it would give them a warning.
Link the files thru paste as reference, then in the diffferent workflows, make sure that the transition for closing the documents is named the same. Then when a user goes to change state on one file, they will see all the files making the transition, and whether they can be moved or not.
We do what Laura suggested but with a little variation. When we do an ECO, when the ECO reaches a certain state in the ECO workflow it transitions to released state for the drawings. The drawings are then attached to the ECO as references, then the ECO document is changed back into an edit state in the ECO workflow. We only change the state of ECO which drags the reference files with it. When the ECO is finished and transitioned to a Release state in the ECO workflow and automatic transition sends the SW files back into the engineering workflow released state. Same thing would work for what you need.