I've been attempting to find a good answer to your question, and came up with a surprising realization. Your "A" guy would appear to be running a 2x kelly risk, and so we would say he has zero expected bankroll growth. We know that if the percentage you risk is twice the house edge then your expected growth is zero.
BUT... he is only risking 2x on the first bet. After that his offsite stays constant. If the house loses money, A starts risking more than 2x kelly, and if the house wins money, A finds himself risking less than 2x kelly. A isn't really using "leverage" at all. Leverage would be where he is constantly risking 2%. But this "offsite" feature means he is always risking 1% of (onsite + 50) - which is quite a different thing.
In conclusion, we can't accurately say that if you go 2x using offsite investment then you can expect 0 bankroll growth. That's not true, because kelly only talks about what happens if you are risking the same percentage of your actual bankroll on every bet, and A isn't...
Kelly is the same for both, but the chance to go bankrupt goes from 0 to X% depending on the amount of leverage.
That doesn't sound right. How can the chance of bankruptcy ever be zero?