At that point the HFT is guessing and hoping the second order will actually arrive at exchange B. That's the risk the HFT takes. There is no automatic overflow

At that point the HFT is guessing and hoping the second order will actually arrive at exchange B. That's the risk the HFT takes. There is no automatic overflow function that will transfer (the rest of) an order between two exchanges. At best either the original investor can decide to split up his order, or someone else can decide to buy at B and sell at A. But still the HFT will be hoping that actually happens.