Air carrier FO reported a dual magnetometer and dual AHRS failures during taxi.

Narrative

Role: FO (gate return) (never took off)We pushed back from Gate XX at ZZZ. We receive the EFIS (Electronic Flight Instrument System) COMP MON (normal). Once we began taxiing we noticed two red MAGs (Magnetic Heading) on both PFDs (Primary Flight Display) at the top of the ramp. We decide to taxi to see if it clears. It does not. It persists. Eventually; after taxing for some time (due to ZZZ congestion); FO side goes normal Captain side still has the RED MAG with the TO red line through and RED FD (Flight Director) box. Eventually FO side mirrors it. After running checklists to figure out the problem no luck since it was a dual mag failure there was no way in resorting to a nonfaulty" side. After talking with Maintenance and the Chief Pilot it went to a EFIS COMP MON. We were not comfortable taking an aircraft into night IMC with a suspension of faulty magnetometers; After the gate return (Gate XY) same thing occurs on the new aircraft out of Gate XZ. And I mean same thing nearing 45 mins on the taxiway and doing some circles on the field to see if the problem clears. We return back to XZ where the flight was than cancelled.What was concerning was the way BOTH of us had a mag failure not just one side. Especially with the failures persisting for 30 plus mins. Though I am still fairly new never had a dual RED MAG failure even at ZZZ.The Captain's narrative (below) has more detail since he was in communications with Maintenance Control and both Chief Pilots while I was monitoring Tower/Ground and our cabin."I was Captain for Aircraft X ZZZ- ZZZZ on Day 0. In two successive aircraft; I pushed back from the gate and experience a dual AHRS failure. Red FD (Flight Director) and Red MAG (Magnetic Heading) flags appeared; the Flight Director disappeared; and there was a red line through the TO/TO annunciation on the FMA (Flight Mode Annunciator). In both instances I referred to the QRH Non-EICAS AHRS Failure checklist; but that directs the crew to switch to the reliable AHRS and does not refer to a dual AHRS failure. I know ZZZ has 'known magnetic anomalies' so in both instances I did taxi towards the runway in hopes that they would clear. This did not work. I also tried flipping the heading from MAG to DG (Directional Gyro) and back again (as is done with EFIS COMP MON). This would result in the situation either not changing; or briefly changing; and then reverting to the AHRS failure. In both instances I consulted Maintenance; who advised me they had ' codes ' for AHRS failures from the MDC (Maintenance Diagnostic Computer) . In both instances I checked for popped circuit breakers. I did not have any.I considered that even if I were to have the messages clear for a minute and then take off; if I had a dual AHRS failure in route; I would have no yaw damper; no Flight Director; and no autopilot. Winds were very strong in ZZZ; so my choices would probably have been to conduct a visual approach to XX in low level wind shear with no yaw damper; using the ISI (Integrated Standby Instrument); or to continue to ZZZZ; where I would have better wind conditions; but an approaching snow storm with light gusts; and then make a significant maintenance write up in a foreign country.I did consult with Maintenance and the Chief Pilot both times; they weren't able to advise me why I was have repeating failures on both AHRS; and left the decision to fly or gate return to me. I decided to gate return as this guaranteed the safe outcome of the flight; and while I believe I could be successful in that windshear/no yaw damper/ visual approach situation; that would be accepting a substantially elevated amount of risk. "If your family was on board; would you like to take off and hope the AHRS keeps working ? It hasn't for more than a few minutes in the last hour and neither I nor the company maintenance experts know why. If it doesn't; the safety measures on the jet will be significantly degraded; and the weather is quite challenging. 'As Imentioned before I am very aware of the known magnetic anomalies in ZZZ and frequently deal with them via the EFIS COMP MON procedure; as that is our typical practice and EFIS COMP MON caution is how they present. I have never seen a dual AHRS failure before here; and the aircraft's EICAS explicitly tells the crew not to take off with that failure. Sorry for the trouble. I do not know why this would happen in two aircraft in a row; I'm not sure if there is a ground equipment or electrical power issue that is interfering with the aircraft's magnetometers; or even possibly something the aircraft was transporting. I did taxi around substantially; so if damage was caused by ferrous metal outside the aircraft; it remained during more than an hour of taxiing and trouble shooting. Again sorry for the trouble and the loss of revenue; that being said the aircraft seemed to be malfunctioning and it was not clear why so I stand by my decision." I also stand by my decision in the agreement of returning back to the gate with the suspicion of a dual magnetometer failure both times.Cause: Magnetic anomalies at ZZZ part of it? Most likely. But to cause a dual mag failure?? Not sure yet."