Volume with mixed segments (SAN and local)

I want to add storage space to my Netware 5.1SP8 server. Server is currently
using local storage only. My DATA volume is running low on disk space. I've
made a lun from my SAN available to the Netware server.

Now I can do two things:

1. Expand the DATA volume with the free space from the lun. So the DATA
volume will contain a local storage segment and a 'lun' segment. I've done
this in a test environment and it actually works. Advantage is I don't have
to move data and don't have to change anything.

2. Create a new volume DATA2 (one segment, lun only), move some files from
DATA to DATA2 and do some configuration changes. (like mappings)

My gut feeling tells me a volume with two segments that both use completely
different storage systems may not be wise. On the other hand, it seems to
work just fine.

Any advise on this?

Thanks
Ron