Has there ever been any assassination so that another assassination could happen during the first one's funeral?

This is quite difficult to really fulfill in all the specifics laid out. Those kind of plot devices must be much more common than a quick net-search coming up empty might lead you to believe. A promising lead, according to conditionals set forth here, seems to be czar Alexander II and Alexander III. But apart from some newspaper reports about Alex3 escaping an attempt at the funeral of his predecessor I couldn't ascertain 'the plan' behind 'Alex2 was killed because we need the funeral to get to Alex3'. Lenin's brother's band was just after everyone of 'them'? Then the next problem word is 'dignitary', as gang violence in for example US and Russia (or elsewhere?) seems to be a promising field to look into. Or perhaps King Dao died (details lacking) since the even more important Wu Qi 'had to go too'? This is also a topic that just lends itself to conspiracy theories. One such seriously investigated by police was that John F Kennedy was an easy target and killed so that French President Charles de Gaulle would attend the funeral and could be killed there. He was indeed the prime target of would be attackers at the time and enjoyed quite some concerns for his security. We do not know exactly why Kennedy was killed, but de Gaulle survived…

Quite a number of classical plots are at least claimed to have planned to follow a recipe of 'kill to exploit the following funeral'.

One example is the American 'Christian warriors' Hutaree group:

The prosecution said they intended to kill a police officer and to attack the funeral with bombs.
The presiding judge dismissed these charges.

It basically follows the quite well known gunpowder plot of 1605: make a known time and place of gathering into a trap.

One such plot was carried out quite spectacularly with the required detail of 'assassination one just carried out to facilitate assassination two':

General Konstantin Georgiev, a Bulgarian and head of the 'Democratic Alliance' party, was apparently killed in front of a Sofia church by Atanas Todovichin and Petar Abadzhiev primarily so that important persons would attend his funeral. This first killing was carried out on 14 April 1925. His funeral took place on 16 April at St Nedelya Church. Most of the government came. What followed is known as the St Nedelya Church assault: a perviously for this purpose planted amount of explosives brought down the dome and killed 138–213 members of the country's elite and injured 500 more. King/Czar Boris wasn't present – an attempt on him was made the day before nevertheless – and the most important members survived this. So, depending on how to define 'sucessful' in this case, no matter that it was carried out according to two-step plan, it might still count as a 'failed attempt'.

For comparison: Снимки на катедралата Света Неделя след атентата през 1925 г.

Since this is hard to find info, an extensive quote with some more details translated from an interview with one of the conspirators he gave in 1950

The communists, who at that time were still weak in comparison with the other parties but self-confident as a result of a long-lasting internal political crisis, had come up with the plan to eliminate the leading layer of politicians and generals at a stroke in order to gain power themselves.

To this end, they decided to assassinate a particularly distinguished figure: at the state funeral, the government would then be gathered in the cathedral with the king at the head and the generals at the head. At that moment the church was to be blown up, and in the general confusion and panic, the Communists wanted to dare the coup. As victims they chose the former General Kosta Georgijeff, the head of the ruling party and member of parliament. According to the program, he was shot on April 14, 1925, when he left his apartment. Even before that, the communist conspirators had brought an infernal machine containing large quantities of dynamite to the cathedral Sveta Nedelja and installed it in the church's largest dome, under which government representatives and other high-ranking personalities were usually present at ceremonial occasions. Now it was only a matter of finding out the exact time of the funeral ceremony and setting the infernal machine accordingly. This was no problem, for no one would have thought to suspect Abadiyev, the meter-reader of the cathedral: he was the main culprit who had been responsible for the installation and timing of the infernal machine.

The cathedral was full of people. The priests came to the altar, while the choir in the background sang the funeral songs: "Holy are you, immortal God!" Countless candles shone like stars through the incense mist, creating that mystical atmosphere that characterizes the Orthodox churches. Just now the deacon began the Requiem, and the relatives of the murdered man appeared before the coffin covered with wreaths. Under the main dome, the ministers, the generals and the high officials, many accompanied by their wives, stood looking silently at the sarcophagus. It may be that some people thought that he himself could be lying there now as well as Kosta Georgijeff… In the midst of the priests' singing a terrible explosion thundered, knocking people to the ground, knocking down the sarcophagus and covering the crowd with a mass of stones, debris, pieces of wall and broken glass. Terrible cries of pain rang through the building, where incense mixed with a thick cloud of dust.

Although more than a hundred dead and injured were lying in blood and the panic was complete, the attack failed as a political action. For among the dead was not King Boris, who had been prevented from visiting the cathedral by a strange fate. A few days earlier, when he had returned from a hunt in Sofia, an attempt had been made on his life, which he only escaped by a personal friend, Professor Iltscheff, covering the king with his body. Iltscheff succumbed to his injuries and was buried at the same moment when the funeral service for Georgijeff was held in the cathedral. The king naturally considered it his duty to attend the funeral of his friend and lifesaver: who saved his life in death for the second time.

But nobody of the ministers died in the cathedral either. Prime Minister Tsankoff received a head injury, but despite this, a man of undoubted personal courage, he neither allowed himself to be intimidated nor even had the reins of power taken away from him. (In 1944 Alexander Tsankoff became head of the government in exile which the Germans set up in Vienna after the Soviet Russian occupation of Bulgaria; he is now living in emigration). Despite the many fatalities, the explosion had in no way fulfilled the expectations of the assassins. Since the amount of dynamite used was very large, one must assume that the installation of the infernal machine in the column was improper. The government investigation made it perfectly clear that the assassination was the work of the communists and the left wing of the recently banned Agricultural Party. The court sentenced the Sofia lawyer Friedmann and former Colonel Kojeff to death and a large number of Communists and their allies to prison.

The Comintern at the time strongly denied any connection with the assassins, but former Communist Ruth Fischer testified that Comintern leader Zinoviev and the main agent of the Bulgarian Communists, Georgi Dimitrov, were personally involved in the case, as Trotsky also indicated. It was not until 23 years later, when he was the Communist dictator of Bulgaria, that Dimitroff admitted and praised the attack on the cathedral as a Communist act at a Communist congress in Sofia. He himself had been sentenced to death in absentia at the time, his brother Todör had received a prison sentence and had died in prison. The main perpetrator, however, Abadschieff of Messner, had managed to escape to Soviet Russia in the confusion. From there he returned in the wake of the Soviet troops in the uniform of a Russian colonel. Two years later, by the way, he fell victim to a car accident that took place directly in front of the Sveta Nedelja Cathedral: a splinter of the car window punctured his carotid artery. A strange parallel, because in the mass murder he caused several people were also fatally injured by glass splinters.

The king and the ministers of the Tsankoff government had not been the only targets of the assassination attempt. In addition to the representatives of the government, there were three officers in the cathedral who had brought the Tsankoff regime to power by means of a conspiracy. These were General Wilkoff and the colonels Damjan Weltscheff and Nikola Ratscheff. And it was Colonel Weltscheff who was considered the most dangerous by his opponents. Meanwhile, of these three conspirators, the least important one died in the cathedral, namely Colonel Ratshev.

_{— B. N. Gavrilovic: "Ein Verschwörer bricht das Schweigen", Die Zeit, 26. Oktober 1950.}

A list of those that were killed at the second step is found here:

Many things have been said and written about the bloody Holy Thursday - April 16, 1925 when communist party activists blew up the St. Nedelya Cathedral. The crime was condemned as the deadliest terrorist act, killing more than 200 and wounding more than 500 - representatives of the Bulgarian military, political and social elite. In just one moment more Bulgarian generals and officers were killed than in all the wars in our recent history. Most of the victims are veterans, cavaliers of the Order of Courage, heroes from the Serbo-Bulgarian, Balkan, Inter-Allied and World War I. Many women and children, students, were killed.

With the popularity of the attack and its consequences, we consider it a shame that the list of victims' names has not been widely known for 84 years. Hundreds of human names, hundreds of families, unborn children, ruined fates … have been transformed into statistics.

We at One Testament have decided to correct this omission. We have searched, compiled and published the most comprehensive list of those killed and wounded in the attack […]
_{— Списък на убитите и ранените при атентата в катедралата „Св Неделя” на 16 април 1925г}

Additionally, this event scores top position in the book Krum Blagov : "The 50 biggest assassination in the History of Bulgaria" (Крум Благов: "50-те най-големи атентата в българската история", website).

Or Borislav Gurdev: "The 80th Anniversary of the Assassination at Holy Sunday Church, The tragedy through the eyes of Stoyan Mihaylovski and Petar Peshev", Media Times Review, (2005).