It's possible--it would require a fancy custom authentication script.
Personally, I don't like the design. For users who need to login at IDP #2, it's a bad user experience. Is there any kind of API call we can make to IDP #1 to find out if the user is present? Can you create a local table of the users who are present in IDP #1, and query that table in the discovery phase of Asimba?