Hi,
The answer is no, you can’t be both. The good news is that you can indeed receive benefits of OD formation even without ever becoming a member. There is also the category of being involved within Opusdei called Co-operators, though it is not currently mentioned in their english webpage. As I understand, even people of other faiths let alone of other orders could become those.
Since I now feel strongly after taking part to the yearly retreat with them in Spring, without being a member, that God wants me to take some steps towards this organization, I do have to seek exit from OFS to do it. This should not be that problematic as I only ever was accepted as a candidate for the order but not yet as a member.