If you need to implement a multi-department solution like the documented example scenario at Overview of managed metadata service applications in SharePoint Server 2013, it will work fine except it will break the incremental crawl of friendly URLs (FURL).
Microsoft support will tell you that using more than one proxy (connection) for a specific MMS is not supported, even if this scenario is documented and even if you can create more that one proxy and use each MMS proxy in two different proxy groups to have different default storage location settings for two web-applications.
Microsoft support will tell you that the product group says that the documented scenario on Technet is not supported. Using two connections (MMS proxy) would be required as the "column-specific term set location" needs to be different for the two web-apps, thus they cannot share/reuse a single MMS proxy.
According to MSFT support, the documentation on Technet is "not very accurate".