So by design it is not possible to stop A from sending to FX while B is playing?
No it's not. What you can do is playing the lower and upper at different times, using something like the mod env method to get FX or not. If you play both, the last action to control the FX will take effect, and both A and B will be effected equally.
What about key tracking would that work somehow?
Same thing there. It's the one mix down of all six voices going to the one global FX unit.