Can you have two different settings in the world you create? This is exactly what the reader experiences in my DARKSIDE OF THE MEDALLION trilogy. One setting is ancient, filled with cities, religion, temples, gods and two different races of characters. The other setting is alien and futuristic. It consists of cities, spacecraft, Cyborgs, alien races, advanced technology and a shower with a force field that keeps water from spilling onto the floor.
How do you blend the two settings together? In my novel I use Seth, the ancient Egyptian god of chaos and evil, as the common thread that ties both settings together. Seth controls one entire alien race, forcing them to conquer all habitable planets. He also must defeat Jen, the Udorns and other ancient gods if he is to claim his title of supreme god, ruler of all. The stakes are set high for my protagonist. If she looses against Seth it means she is dead and eventually the human race will become slaves to Seth.
I created a two front war, one using ancient warriors and weapons and the other futuristic, using alien technology. My protagonist, JEN, brings the reader into both settings. As the story unfolds, the reader learns that neither front can help the other. It wouldn't be realistic to use a spacecraft to destroy an invading army of dead Egyptian-like warriors. The reader would feel cheated and probably toss the book into his slush pile.
The answer to the question, can you have two different settings in the world you create, is YES. This can be verified by looking at our own world. Suppose you wrote a novel based in Sao Palo Brazil. You protagonist must go on a trek into the deep Brazilian jungles and find a missing anthropologist. Your protagonist is surrounded and captured by a tribe of natives that have never seen a white man, used a phone, listened to music from a radio and think that passing overhead aircraft represents the wrath of the gods. There are many possibilities her for a great, two setting, story.
Let me know how you handle a two setting world.