Creating arpeggios across notes in different voices

An arpeggio can be drawn across notes in different voices on the same staff if the Span_arpeggio_engraver is added to the Staff context:

\version "2.24.0"

\new Staff \with {
  \consists "Span_arpeggio_engraver"
}
\relative c' {
  \set Staff.connectArpeggios = ##t
  <<
    { <e' g>4\arpeggio <d f> <d f>2 }
    \\
    { <d, f>2\arpeggio <g b>2 }
  >>
}