Hi CPTMango!
If you want DPM to DPM backup, then they both need to be a part of the same domain and share the same authentication methods. You are correct in saying that the SetDPMServer option is only valid when the DPM agent is installed onto a computer and as you
can't install the agent onto a server with the DPM Server role, then this won't work for you.
I would suggest that you could add both DPM servers into the same domain and then use the untrusted domain agent installation to protect servers in the domain that the two DPM servers are NOT members of. It might initially be a little bit of work to get
going but would be one that is a viable option I think.
If you go the untrusted agent route, then take a look at the following post for some more information - it applies to both DPM 2010 and DPM 2012 although in DPM 2012, you can now use PKI certificate authentication to make things a bit easier:
http://kevingreeneitblog.blogspot.com/2011/10/resolving-dpm-2012-untrusted-domain.html
Kevin