Second HDD backup for OS X
A backup drive is automatically excluded from a Time Machine backup. In your case the nested backup strategy will not work using Time Machine because External HDD1 will be excluded from being backed up to External HDD2:

Macintosh HD -&gt; External HDD1 (TM1 + Data)
Macintosh HD -&gt; External HDD2 (External HDD1 will be excluded)


You may either split External HDD1 into a Data volume and a backup volume (External HDD1-BV) and then backup Macintosh HD + Data to External HDD1-BV/External HDD2 or you have to use another tool to backup External HDD1 to External HDD2.