Thanks again for the reply, I think we are converging to practical solutions that I can test. Yes, I need something like point-to-point, and I only have two devices talking to each other (we can assume the second Nano could send a confirmation signal to the first one, so that they can both emit and receive data).
Let us envisage a WiFi-based method. In this thread, someone seems to use a Ad-hoc network for a somewhat similar task as mine. Therefore, I guess I would need to set up an Ad-hoc wireless network between the two Nanos, right? For that purpose, would it be sufficient to equip each Nano with a USB dongle such as this one (verified by Nvidia)? Or do I need something more? The two other Nvidia-verified pieces of hardware are this one, which can work with antennaes as shown here, and this one, provided with an antenna.