When ordering a group to do two different things, I often select them all, order them to do #1, then halve the group and issue order #2. You can pause or not depending on your comfort and the complexity of the orders (you don't want order#1 taking any of them out of system before you issue order#2).
If you really need two actual control groups, do the following, you can use group subtraction (control+alt):
Select a group of ship
Assign them to a control group (Control+1)
Split the group in half (L)
Assign these ships to another control gorup (Control+2)
Remove control group #2 from control group #1 (Control+Alt+1)
The last step removes the currently selected ships (which happens to be control group #2, but could be any arbitrary ships) from the control group whose number you press (while holding done control+alt).