Given how flexible and configurable Linux is I blindly assume that that's doable (and I once got the impression that it's been done), but I never figured it out, and I don't assume that it's plausible with more mainstream OSes. That said, given that Tailscale kind of gives their service away, and yet doesn't facilitate what you're talking about, i'm left wondering if there are practical, behind the scenes reasons for the challenge of doing so. In a few different scenarios, for a few different reasons, I've tried to set up networking so that different data goes through different connections, and I've never had any luck with it.