Unfortunately, because you are an E-2 (key employee) and not an E-2 (principal investor) you can't do both jobs ... unless the multinational company you work for buys this second company and makes working at both locations part of your job.
As for you leaving the current company idea ... talk to an immigration attorney before you do anything like that ... it might be a problem.
PROFESSOR OF IMMIGRATION LAW for over 10 years -- This blog posting is offered for informational purposes only. It does not constitute an attorney-client relationship. Also, keep in mind that this is an INTERNET BLOG. You should not rely on anything you read here to make decisions which impact on your life. Meet with an attorney, via Skype, or in person, to obtain competent personal and professional guidance.