I work with the automotive scopes and software. There may be a way to do what you want that I am unaware of. The automotive software is somewhat different. I mistakenly listed trigger as able to be different in the windows. I'll go to my corner now.
This is only true for PicoScope 6 auto (beta). 5.15.4 auto doesn't allow separate triggers. The standard scope software may be different.
Trigger is common to the windows and the scope will wait for trigger for window 1, then for window two....The trigger in window one will not trigger window two. (with PicoScope 5.15.4 auto) You can, of course, time delay the trigger.
This may be a non issue because the deep memory models can acquire very long times with high sample rates so it may be as simple as putting more time on the screen to catch your second event. For example, using my 3423 scope, I could easily trigger on a switch and have an event on a second channel 50ms later (using 10ms/div), maintaining a sample interval of 400 nanoseconds (plenty for your 10us bits). You could then zoom in to examine the data bits. Other PicoScope models are much more powerful than this one.
I'll get out of the way and let the Pico staff to give you a more definitive answer that applies to the non automotive software.