Question: Is it possible to create an VPN connection while using site-to-site VPN?

Have you ever tried or done this?

What are possible problems, pitfalls, things of the impossible, etc. ?

Also see: [Is it possible to use Microsoft's "Secure Connection Rules" (IPSec) with VPN?](https://serverfault.com/questions/126537/is-it-possible-to-use-microsofts-secure-connection-rules-ipsec-with-vpn)

Answer: 
Yes.

Either you use e.g. "screen" and customize it:
<http://www.slac.stanford.edu/comp/unix/package/epics/extensions/iocConsole/screen.1.html>

Or you manage to do it on your SSH Client, if possible.

You could also try this: <http://www.cyberciti.biz/faq/bash-shell-change-the-color-of-my-shell-prompt-under-linux-or-unix/>
I use a script that launches SSH in xterm windows with different bg/fg colors. It selects the colors based on the hostname's hash from a color span so that no configuration is needed. 

The script is written in Ruby: <https://github.com/mickeyil/ssx>