Is there any differentiator in the records in subgrid 1 vs subgrid 2? With subgrids you can set the Default View so with 1 single relationship, so long as the filter separates them, you're good.
Example:
Entity A = Company (Account)
Entity B (1:N) = Employees (Contacts)
Subgrid 1 = Employees in Ontario
- Default View = Contacts in Ontario
- View filter = State/Province (Contact) = Ontario
- set sub grid filter to "Related Records Only"
Subgrid 2 = Employees in Quebec
- Default View = Contacts in Quebec
- View filter = State/Province (Contact) = Quebec
- set sub grid filter to "Related Records Only"
let me know if this helps.