function subStringBetweenTwo(a, b) {
   const arr = a.split('');
   const brr = b.split('');
   return [...new Set(arr.filter(item => brr.indexOf(item) !== -1))]
}

subStringBetweenTwo('Hello', 'World')
// output: ['l', 'o']

subStringBetweenTwo('Hi', 'World')
// output: []