Of course, you're not really getting much redunancy, since the whole point of failover is that if a box fails it'll switch over to the other. In any case, it'll probably work, but it's untested. There's nothing in the failover logic that I know of that checks if the mailstore is onbox or not. There probably should be.
I would expect what you would see is if box one goes down, then box 2 would take over. The message store at that point would be unavailable (since it was on box 1), so UMR should take over until box 1 comes back online.
Like you said bad design, but should function because of the redundacies built into Unity
These are the paths to get to each CCX logs through CLI. They may be helpful if you are having issues accessing RTMT or downloading logs through it.
If you want to download them you have to prefix "file get " and you can add one of the options (re...