If both accounts are slaves, it doesn't matter as a Slave doesn't affect another Slave since they are treated individually.
However, if you have running trades on the MASTER, It depends on how long the trades have been running from the time you connect slave A. If the existing Master trades are 5 minutes old or higher, most likely, those won't be copied as they're too old to be copied. Anything shorter than that, there's a possibility that they might still be copied.