You cannot have buttons in one MSO point to another MSO, but I don't see why this requires two MSOs. With proper planning there's no reason this can't be done with one.
Make the thumbnails state 1, and each blown up image state 2 and so on... This should all be in one MSO. In state 1, make each thumbnail into a button pointing to the corresponsing state in the same MSO. Hope this helps!