You can theoretically do this, but you have to do it in Multi Mode.
I guess it would go something like this:
1)Create a patch (A) that uses FM
2)Create another (B) that uses FM Mode = Aux 1 L+R
3)Create another (C) that uses FM Mode = Aux 2 L+R
4)Create a Multi patch as follows:
Part 1 = Patch A, Output = Aux 1 L+R (midi ch1)
Part 2 = Patch B, Output = Aux 2 L+R (midi ch1)
Part 3 = Patch C, Output = 1 L+R (midi ch1)
5) Drive yourself mad, flitting between Parts (MIDI Panel = Internal) changing the Waveforms and Semitone settings to get what you want
Anybody care to try it out? I've got better things to be getting on with..