Does CMF Buds 2a support dual connection?

Yes, it supports dual connection.

Note: once the device connections have been established, you can select or switch devices in the dual connection settings via the Nothing X App.

*The dual connection feature only supports connecting to two devices simultaneously via classic Bluetooth (as seen in the Bluetooth settings of the devices). However, the Nothing X app can only connect to one device at a time. It is not possible to connect to the Nothing X app on two devices simultaneously. To switch to the Nothing X app on another device, please disconnect the app on the current device first.