Okay, how about this:

DECLARE @ORIGINAL_DBNAME AS nvarchar(50) = N'DATA_WAREHOUSE';

DECLARE @SECOND_DBNAME AS nvarchar(50) = N'TEST_DB';

DECLARE @SQL AS nvarchar(max);

SET @SQL = 'WITH TABLES AS (

SELECT name FROM ' + @ORIGINAL_DBNAME + '.sys.tables

)

SELECT ''CREATE VIEW dbo.VW_'' + T.name + '' AS SELECT * FROM ' + @ORIGINAL_DBNAME + '.'' + T.name + '' UNION ALL SELECT * FROM ' + @SECOND_DBNAME + '.'' + T.name + '';''

FROM TABLES AS T;

';

PRINT @SQL;

EXEC (@SQL);

Once you modify the database names to your requirements, the result set will have one record for each table, and you can copy the entire result set into a new Query window in SSMS and then connect it to the 3rd database and run it.