Redundant MX Records for Network Blips

I have a hosted Exchange account set up for my domain through Vendor A. Vendor A has two Exchange servers, and they have end users execute "load balancing" by setting MX Records for both spam1.VENDOR A.com and spam2.VENDOR A.com to the same priority. I have the priority of both servers set to '10'.

I also have a shared web hosting package set up with Vendor B. Vendor B provides a trimmed down, POP3 mail solution to all of its clients, and I have the same addresses and aliases set up through their control panel as I do with Vendor A.

I wanted to have Vendor B set up as a redunant mailbox, in case mail was unable to be delivered to Vendor A, so I added new MX Records for Vendor B and set the priority to 30.

So, here's the catch... I went to log into the Webmail application for Vendor B, simply to show a prospective client the Roundcube interface for webmail, and I had about 7 messages in my inbox from the past week. To my knowledge, that mail should not have hit Vendor B without Vendor A being completely unreachable by the sender's mail server. Since it was routed to Vendor B, that indicates to me that the sender's mail server was unable to contact Vendor A.

So I contacted Vendor A, and they reported they've had no connectivity problems over the past 3 days... yet, clearly, someone trying to route mail to my account with them was experiencing problems connecting to them. While the redundant mail solution with Vendor B worked as a catch-all, I want to know:

Can I set up additional, duplicate MX records for Vendor A with a priority of '20', such that, if a message is unable to reach the Vendor A mail servers at priority '10', it will try them again at priority '20' before ever attempting to send to Vendor B at priority '30'? I'm hoping that, if this is possible (and depending on the timeout/retry values of the originating mail servers), that the mail will be delivered to Vendor A on the second attempt before looking at Vendor B.

Here's a mock-up of my current and intended MX Records:

CURRENT:
spam1.VENDOR A.com   -   10
spam2.VENDOR A.com   -   10
mail.VENDOR B.com        -   30

PROPOSED:
spam1.VENDOR A.com   -   10
spam2.VENDOR A.com   -   10
spam1.VENDOR A.com   -   20
spam2.VENDOR A.com   -   20
mail.VENDOR B.com        -   30

So, ultimately, the question is: Can I set duplicate MX record entries with adjacent priorities (e.g., 10 and 20, 11 and 13, etc.) such that I can force a "second-attempt" at the primary mail server before attempting to send to different, redundant mail servers? If so, how would I go about executing this? And how does this relate to / affect / hinder best practices?

Thanks!