No, all events can only happen in one specific order. Each event requires the last to be seen to continue.
I'm really sorry, I don't want to keep bothering you about this. But I've confirmed it now several times. I load a save right after the first event, enter Kali's room every single chance I get. And when the menu tells me I have Lucy's event ready, I enter her room, nothing happens, then it's skipped it by the time I walk out.