If it's not on docs.marketo.com>Releases, then it's not available.
What they did do was to label the sandbox instance correctly so you aren't confused when you login. You can see it in the upper LEFT corner.
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The feature is called Universal ID and is available through a support ticket. They are a few precautions, and the activation of the feature will have to be done by the engineering. Once activated on your 2 instances, a small arrow will show up on the right of your instance name:
if you click it, you will see a menu with all the instances available to your user:
The whole system also works with SSO, but in fact is useless in this case because you have to reconnect to the second instance.