I there is more improvement to be expected from improving stiffness than from damping vibrations. Epoxy fill, with or without lead filler should increase the stiffness by about the same amount as a separate solid bar of epoxy (or epoxy+lead), which is a small fraction of the stiffness of the metal tube to start with. A second metal tube stands a chance of making a worthwhile difference, but almost all other materials have such low stiffness (Young’s modulus) that they won’t add anything.
And even then, a second metal tube only really makes sense for conduit, where you can’t simply buy a thicker-walled tube. For structural tubing, if you are wanting stiffness at the expense of weight and cost, just buy thick-walled tubing.