In a math manner: just consider two functions $g_1$ and $g_2$. Their individual linearly filtered outputs are:
$$f_1(x, y) = 56g_1(x,y)+93g_1(x−1,y)+92g_1(x+1, y)−57g_1(x, y−1)+555g_1(x, y+1) $$
and
$$f_2(x, y) = 56g_2(x,y)+93g_2(x−1,y)+92g_2(x+1, y)−57g_2(x, y−1)+555g_2(x, y+1) $$
Their separate linear combination is $af_1(x, y)+bf_2(x, y)$. Now suppose the combinaison happens first: $g_{12}(x, y) = ag_1(x, y)+bg_2(x, y)$. Replace it in the following equation:
$$f_{12}(x, y) = 56g_{12}(x,y)+93g_{12}(x−1,y)+92g_{12}(x+1, y)−57g_{12}(x, y−1)+555g_{12}(x, y+1) $$
and verify whether $af_1(x, y)+bf_2(x, y)-f_{12}(x, y)$ is zero. And you are done. Here, it seems to work well.
In filtering terms, this amounts to using this 2D filter:
$$
\begin{bmatrix}0 &555& 0 \\
92& 56 &93\\
0 &-57& 0
\end{bmatrix}
$$
which is improbable for real matrix filtering problems, by the way, because I do not see enough symmetry, or meaningful arithmetic properties in it.