I am not aware whether that can be done. I think I would try placing two Terms close together to depict that. Then the wires would be kept seperate.
However, I see that if you pick the Terminal like "Square with wire number change" and draw one wire through it horizontally and one through it vertically - a totoal of 4 wires - and then let AE number them, they are 4 different wire numbers. Maybe that is what you want, I am not sure.
Steve