Hello Ivan,
CAN is a complex protocol, so you can not simply connect Tx to Rx to make a loop. That's the reason of the self loopback mode, to test the rest of the code without worring about CAN.
Together with the SCI2CAN code there is a "can_loopback_node" example that will allow you to do what you are asking for, to see the signals in the oscilloscope by making a connection between two Kinetis modules. But you will need another TWR kit.
I have also edited the SCI2CAN example to add CAN2SCI functionality. That allows me to send data through SCI to the SCI2CAN module and the other one will receive it through CAN and repeat it on his own UART. That would be another option of testing.
Regards,
Santiago