Yes. First you buy your CA seats and check out. At the end of that transaction at the top there is a "return to seat selection" button, you click that and then you restart the process for MSG.
In the seat preview you can see available seats at both venues, I think, but I don't see the point in doing that in advance. When your window opens you will see what's available then, and that's what matters. You have to zoom in and then wait a second before it shows you the available seats in any given section.
If you took the tutorial or watched the video it really does work exactly like the walk-through, so should be smooth and require no assistance.
However both MSG and CA are basically sold out including (especially) 114 so don't even bother.
OK I made that last part up - in truth i think most folks will find that they can get more or less what they have had previously without an issue.