Can You Play as Roxas with Two Keyblades in Kingdom Hearts II on PS2? No.

No. In Kingdom Hearts II on PS2, Roxas is only playable during the prologue and wields a single Keyblade. Dual-wielding is exclusive to Sora (via Drive Forms) later in the game.

No cheat code—Gameshark, Action Replay, or otherwise—enables dual-wielding for Roxas in the PS2 version. The game's code doesn't support that animation or moveset for his character model.

If you want to play as Roxas with two Keyblades, Kingdom Hearts 358/2 Days (Nintendo DS) features him as the protagonist with dual-wielding mechanics.