You may be able to set this up by creating two highlight actions. The first highlights based on the <Source Address> and the second highlights based on the <Destination Address>. I think that would work, but you wouldn't be able to do this in a single highlight action without reformatting your data.
Thank you Paul for guiding me towards the right direction. That did work. But now I have two issues.
Since I have both source and destination coordinates in the same row, I am unable to plot them in the same map sheet. (I tried your suggestion using two different sheets in one dashboard)
Also, When I hover on source point, the destination point just gets highlighted. I also want the label to be shown on the highlighted geo-point.
Any help to resolve this would be really helpful.
For the label, you can show the label only when the points are highlighted. Check out this article for that:
If you want to plot all of the points at once, your best option is to have them on separate rows. You can pivot your source and destination columns on your data connection screen so that the source and destination values are in the same column, and the next column would say "source" or "destination". Check this article for more info on pivoting: