A Stern-Gerlach apparatus is an inhomogeneous $B_z$ along some $z$-direction, with approximate $y$-translation and $x$-translation symmetry.
Most of the question is kind of a red herring. You don't need to fuss with entanglement really, or have more than one apparatus.
Your entire question is, assume we prepare a spin-$+y$ state for all electrons in a beam that goes into this Stern-Gerlach apparatus measuring spin-$x$, those electrons will split into two beams, one that tilts up and one that tilts down, and the expected $L_y$ of both beams, is known to be zero. So we can prepare a nonzero $L_y$ beam that becomes two on-average-zero $L_y$ beams after passing through this magnetic field, how does that work?
Well, the classical force on a magnetic dipole in an inhomogeneous magnetic field is $$\mathbf F = \nabla (\mathbf m \cdot \mathbf B)$$and we have to be very careful with how we apply this to a spin-state of definite $L_y$.
The key thing to understand is that the electron has total spin angular momentum $\hbar \sqrt{3/4}$ and only $\hbar/2$ of that is pointed in the $+y$ direction. The definite-$L_y$ state therefore does not have $L_z = 0$ (and indeed it is limited from attaining that ideal by Heisenberg uncertainty).
So if you imagine that you happened to have an ensemble of rings pointed mostly-$+y$ and a little $+z$ or $-z$, the $+z$ rings feel a force upwards a d the $-z$ rings feel a force downwards. Speaking purely classically, on entering the magnetic field the forces would be inhomogeneous across the rotating ring of charge and the inhomogeneous force would create a torque in the $x\times z=-y$ direction which I think would tilt rings spinning slightly upwards from horizontal to tilt more upwards, and rings spinning slightly downwards to tilt more downwards, reducing $L_y$ in each case?
But the point would be that the reaction force felt by the magnet, while still in the $z$-direction, varies along the $x$ axis and this variation is a torque along the $L_y$ direction: the angular momentum was conserved because it was absorbed by the Stern Gerlach apparatus.