Can units support a battle if they came from the same march order that started it in Game of Thrones?
Option two would happen here, two supporting footmen from A + knight from B = 4.

From the rulebook:


  Before resolving combat, all other non-combat movement from the area assign the March Order must be completed.
  - Rulebook pg 15


This means that the footman unit that is moving has to have completed it's march before combat is initiated. Then:


  Supporting Combat Strength means the combined Combat Strength of all units in the supporting area.
  - Rulebook pg 17


From this, you cannot count certain units strength to add to combat, it must be all the units in the supporting area. 

The order of marching/combat/supporting makes your second option the case.