So I've found a solution, using some snippets from other questions.
Here is a working example (Bokeh 2+), I hope somebody will find it useful in the future.
import pandas as pd
from bokeh.plotting import figure, show, ColumnDataSource
from bokeh.layouts import column
from bokeh.models import CustomJS, Slider
df = pd.DataFrame([[1,2,3,4,5],[2,20,3,10,20]], columns = ['1','21','22','31','32'])
source_available = ColumnDataSource(df)
source_visible = ColumnDataSource(data = dict(x = df['1'], y = df['21']))
p = figure(title = 'SLIMe')
p.circle('x', 'y', source = source_visible)
slider1 = Slider(title = "SlideME", value = 2, start = 2, end = 3, step = 1)
slider2 = Slider(title = "SlideME2", value = 1, start = 1, end = 2, step = 1)
slider1.js_on_change('value', CustomJS(
args=dict(source_visible=source_visible,
source_available=source_available,
slider1 = slider1,
slider2 = slider2), code="""
var sli1 = slider1.value;
var sli2 = slider2.value;
var data_visible = source_visible.data;
var data_available = source_available.data;
data_visible.y = data_available[sli1.toString() + sli2.toString()];
source_visible.change.emit();
""") )
slider2.js_on_change('value', CustomJS(
args=dict(source_visible=source_visible,
source_available=source_available,
slider1 = slider1,
slider2 = slider2), code="""
var sli1 = slider1.value;
var sli2 = slider2.value;
var data_visible = source_visible.data;
var data_available = source_available.data;
data_visible.y = data_available[sli1.toString() + sli2.toString()];
source_visible.change.emit();
""") )
show(column(p, slider1, slider2))
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