I don't see why not, although I haven't tried myself.You can always add, remove, or change navigation course in a middle of an activity by long pressing the menu (left middle) button and going into navigation menu.
It certainly works on the custom multisport activities I've made, but I haven't tried it on the native Triathlon activity - some people in that other thread said Triathlon is missing that menu option. If that's true, a workaround might be to make your own Triathlon activity by making a custom run/bike/swim multisport activity.
Seems, I have found the reason for disabling the Navigation option for Multisport/Triathlon. It really depends on the first activity in the sequence: if it is an "indoor' activity like Pool Swimming, the Navigation will be disabled completely. If it is an Open Water (or any other basic activity supporting the navigation), then everything works like a charm.
