It is best, and possibly necessary, if all the operating systems you're trying to boot are all installed UEFI, or all installed legacy.
So you could try installing El Capitan with legacy Boot, and then booting Windows legacy. I don't know whether Clover could then boot the existing Yosemite install, but at least there's the possibility. (I have a limited understanding of the intricacies of legacy installs.)
The other option would be to upgrade Yosemite to Clover, convert Windows to UEFI, and install El Capitan using the same Clover install as Yosemite (just a few additional settings required in config.plist).
You can probably do all this one at a time. Remove all drives and install El Capitan clean. If you can't get it to work, forget the whole idea. If it works, then remove that drive and try upgrading Yosemite to Clover. If that works, put the El Capitan drive back in and try getting both Yosemite and El Capitan starting up from the same Clover install (you'll need to pick a drive to boot to and put some config.plist tweaks for each onto that drive). If that works, remove the drives and
convert the Windows legacy install to UEFI. If that works, put all the drives back in and make sure BIOS boots the right Clover drive by default, and you should be golden.