It might be useful to ask yourself why your PI only shares this information when he’s tipsy (and presumably less in control of his faculties). The explanation is simple: for a “not-very-known PI”, the only realistic path that can lead to such a cozy arrangement allowing a person to draw two full time university salaries involves some form of deceit or subterfuge, as no serious institution will knowingly agree to such an arrangement for an ordinary, non-famous faculty member. So the answer to “How to get two [full time] paid affiliations?” is almost certainly “by lying to both your employers (and it’s very difficult even then)”.
Basically, this behavior is unethical. While it may work for some people in some situations, and while ethical versions of the practice may exist for top researchers (I’m thinking Nobel Prize/National Academy level people), @MaartenBuis is absolutely correct that this could get your PI in trouble and even cost him his job (both of them!) and/or seriously damage his career.