If you were using a hardware synthesizer connected with a MIDI cable, the last message sent would be the one that is effective.
Anyway, trying to send two different settings at the same time is silly. There is just not enough information to deduce what the original intent could be.
In my program I keep the last event, although now that I think about it, it depends on the device that receives it, it could stay processing the first event and lose the second.
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