At one point in my riding, when I was lessoning multiple times a week, I had three trainers. One was a Dressage Trainer, and the other two were H/J trainers. They were all at the same facility and more or less worked together. I don't think there's anything wrong with multiple trainers, and I don't think there's a need to go behind your current trainer's back.
Just let them know you're looking to lesson with other people, in conjunction with their program. Maybe they will have some suggestions as to who you could go to.