The Coordinator is not to be a roaming device. It should be per the standard connected to the network all the time. Instead, you should be using a 3rd module configured as a Router that does not have the End device joined to it. This way you can move it from network to network without issue.
Unless you are using API mode, both the Coordinator and router should have the DL and DH values set to either the Broadcast address or the 64 bit address of the other unit.
I would also suggest setting the JV on the end device.
On the router, the JV and NW set. This way, if you do not issue a local network reset when you go to move to the new network, the module will do it on its own after 1+NW times of trying to send data to the coordinator or hear data from the coordinator.