Is there a way to create two related columns as a custom field type in SharePoint? For example, can you develop a custom field type named CustomerOrder that consists of two related lookup columns Customer (dropdown lookup with validation from external source) and Orders (the orders lookup would only display orders for the selected customer). The Customer and Customer Order tables are external to SharePoint.
It isn't clear whether you are wanting to create a view or a historical list, but this is a system for creating a custom view based on two external lists. It will require the use of SharePoint Designer.
Either way this might help: