There are practically no printed rules for covens. So we don't know.
I would think not, but that's just my opinion.
Covens and their members and potential members have the potential for a fascinating backstory (as can be gleaned from Golarion and Earth lore), but are sadly underdeveloped, including Changelings and the Coven Hex and the equivalent Accursed Sorcerer Bloodline Arcana, as well as the original Bestiary entries that were inherited from D&D 3.5 and the more recent Bestiary entries that were seemingly just thrown in without much thought.
Can a hag, or witch with the coven hex, join more than one coven at a time?
I see no rule limiting you to a single coven, nor for "leaving" one. However, I would rule you can only be part of the one where you are, since you have the 30' hex range limit. To be part on anther, you need to relocate. The mechanics of the hex only benefit one creature, no matter how many targets are potentially available. Therefore it gains you nothing should you manage to be in proximity to two "covens", since you can only interact with one of them at a time.
Basically, a coven is a gathering of creatures (hags or similar) led by a hag. There is a rule requiring 3 to make a coven, but no rule saying you cannot have more.
The Bestiary on the Changeling indicates a coven is used to convert it to a hag. When that happens, there are now 4 hags, with the new one joining them. [Not sure the text, but I think that is what happens.]
/cevah