are there any issues running 2 switch legs in 2 conductor romex? i can't remember from school. Im extending a prewired ats panel where the breaakers are just switch legs to the main panel, and the neutrals stay in the main panel.

If I understand the question, no, the neutral doesn't need to accompany the hots, as long as any current traveling down one wire in the conduit is returned by another wire in the same conduit, just like with an ordinary switch loop.