Your eTrex 20 supports multiple .img files. So you just need to be sure that the AZ mapset doesn't include the overlapping segment. There are various ways to do this. At least in theory, MapInstall should figure it all out automatically if you are just careful to only select the correct segments from each map initially.
For the newer devices, I have found it best not to use the old style Mapsource mapsets where several maps are contained in a single .img file. That has caused some strange things to happen on my Montana and Oregon.
You could also do this with mapsource. Send the first map, rename gmapsupp.img to arizona.img, send the second map and rename gmapsupp.img nevada.img.