1) create one vmdk on one storage and another one on the second and then use the MD raid feature of linux to build a raid 1 volume.
I don't think this is a good idea, because this will only protect the data inside de VM, but the VM files itself needs to be protected too and your design "protect" only the vmdk.
2) use some feature from vmware vsphere to achive same result. (please point me in the right direction).
You may take a look at Fault Tolerance in vSphere 6 that duplicate the configuration files and virtual disks of virtual machine on another datastore/host or vSphere Replication, that replicates data between datastores/hosts.