Can you use Photoshop AND Illustrator files in the same project for a puppet rig?

fun question! Normally no, but there is this shared puppets feature i have never used. You can add one puppet into another. You could try that perhaps? Otherwise merge them into the one file - e g render illustrator as pixels to put into phototshop. I cannot find it in user guide, but if you right click on a layer it has "make <layer> shareable". I think you can then add the shared part to another puppet - eg share a head between three bodies. So you could try creating two puppets, then drag one puppet (the head) into the layer tree under the other puppet at the right spot. It seems to allow one puppet to be embedded in the other.