"worked two jobs on-site"

I did that twice, once at a dying company when a coworker quit until I lined up a new job in a couple weeks, and another time was a horizontal transfer where two engineering managers were rather vocal about my working solely for them. In both cases I just kinda did what I wanted, knowing there was nothing they could do.

I suspect the question they meant to ask was who was getting paid for two jobs. I have a really boring story about that revolving around a company that paid out severance gradually instead of lump sum, which given the time of year was financially advantageous for me WRT marginal income tax rate.