Duplicate webform data to second database?
I wouldn't try to tackle this at the Drupal level to be honest, it'll be a lot more trouble than it's worth.

If it was me I'd just add a trigger on the webform table that runs a stored procedure to copy the data into the second database.

There might be something you can do with Replication, but I'm not sure if it's granular enough to go down to the table level.