Split Screen Coop with Multiple Rooms

Hey everyone, quick question. I'm experimenting with some simple split screen multiplayer. To my understanding gamemaker only allows one room to run at a time.

If I were to have the players freely roam between rooms, would my best bet be to have one large room in gamemaker, disguised as multiple small rooms? When one player reaches the "edge" the simply transport to a different section of the room that's clamped. I would then have only the instances active in the sections each player is in.

Let me know if that's my best bet or if I'm over complicating anything!

Thanks!