Would there be any problems when it comes to usage of Ruby in case of having two different integrations of Rally and Jira/ALM on the same machine ?
No. There won't be any problems in having two integrations of Rally and Jira/ALM on the same machine. Both connectors use the same installed Ruby interpreter; however there's no need to install a separate Ruby interpreter for each one. The connector files will be unzipped into their own respective folders. Any ruby gems (dependencies) that get installed will be in their own folders, unless they are shared gems.