Can connecting 2 external monitors to a macbook pro damage it?

Connecting two power supplies to a MacBook Pro will not damage it. The computer will simply choose to take power from the device providing the most power and if they are equal then the first one plugged in. If both monitors are on and the MacBook Pro powered off then on power up the computer will likely simply choose a monitor to take power at random.

Unfortunately a MacBook Pro is not capable of taking power from two supplies at the same time, so plugging in two 50 watt power supplies will not net you 100 watts of power but only 50 watts. If your monitors supply only 65 watts, and you need 87 watts to avoid draining the battery due to high CPU load, then you should plug in an 87 watt power supply in addition to the monitors. This is assuming you have more than two USB-C ports on your computer.

Apple planned for this in their design so don't be concerned about shorting anything out by plugging in more than one power supply to you MacBook.

I am not sure why you think there would be a power problem. The Apple specifications state up to 4 displays with 4096‑by‑2304 resolution at 60Hz and the Dell P2721Q specifications state a native resolution of 3840 x 2160 at 60 Hz. The monitors includes a hub, so I would assume the 65W through the USB-C port comes from the monitor, not the Mac. In other words, the monitor has a powered hub.