Exchange DAG location based Backup

Customer wants us to build a Exchange DAG with Nodes on two different Locations, DBs evenly distributed between both Locations.

Backup should only save the passive Databases, as far as I know this requires DAG-Mode. Problem is that the Nodes in Location A have to write their Backup to Location B and vice Versa. With Node-based Exchange Backup this can be done using two Policies, easy mode.

Is there a way to make this work with DAG? Thanks in Advance for your Ideas.