You can't have multiple roles on multiple connection, as you are connecting to the same website (different sub directories) ultimately.
Here is the workaround:-
You can create a new user account on your machine and can manage different roles.
Hope it helps.
Okay, how about assigning my user one role (publisher) and giving him 2 connections on the same server on the same machine?
That will work, but they should be used on different windows user accounts.
I forgot an important detail here. We authenicate through Active Directory so I can not just create accounts on the fly. I'm disappointed because it seems like a simple functionality.