One option is a small helper script on your host A that is only collecting the agent output data from host B and write it to a cache file (or retrieve it live).
This helper script only needs to add the piggyback line at the top and bottom.
Result should look like this.
<<<<hostnameB>>>>
<<<check_mk>>>
Version: ......
<<<<>>>>
This resulting text is then only outputted with the normal agent output from host A.
CMK then sees that it is data for host B and will display the services in your monitoring an the right host.