First of all, Machine Learning in Elasticsearch today is specifically Unsupervised Time Series Anomaly Detection. Training refers to Supervised Machine Learning which we are not.
Typically for our Machine Learning to "Learn Data" that has periodicity it take at least 3 times the period to learn the data. (dependent on many things)
So if you have a daily pattern it will take at least 3 days, Weekly... at least 3 weeks etc.
And more data is generally better... less data will be less better 
This might be a good webinar.
https://www.elastic.co/webinars/time-series-anomaly-detection-optimizing-machine-learning-jobs-in-elasticsearch
And here is a good overview
https://www.elastic.co/guide/en/elastic-stack-overview/current/ml-overview.html
So back to the first question while setting up the ML job you could just limit the Date Range of the Data Feed that would probably be easiest / better...
Or you can do some different reindex those indexes into a single index, or reindex into 2 indexes with a different names and create an index pattern for just those 2.