I would say that's the usual advice to remove the first dry hop first and then add the second, which is what I've done when I've double dry hopped.
But I know that I've dry hopped for up to 10 days before, so I don't see any reason why you couldn't dry hop for 4-5 days for the first dry hop and then add the 2nd dry hop for 4-5 days while leaving in the first dry hop. I may just try that on my next beer, a Zombie Dust clone.