Despite the fact that if the business model is successfully split into several contexts, you can gain an advantage in readability and maintainability of the code, you can also face unforeseen difficulties in implementing such simple things as:
Creating a database using the code first approach. Only one context will be able to create a new database, and therefore there will be no tables for other contexts in this database.
Manage relationships between objects. Two related classes cannot be placed in different contexts. Consequently, in the business model there should be no related groups of classes so that they can be divided into contexts.
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This blog describes in detail what needs to be done so that EF 6 can work normally in such a scenario: Data Points - EF6 Code First Migrations for Multiple Models .