You train where you want and you don't have to tell anyone anything, unless you feel you should.
I have been kicked out of dojos in the past for mentioning I trained elsewhere.
Their excuse is the following,
1. "You can only serve one master!"
2. "Once you get a base, then that's fine, but not until you have a solid foundation."
3. "You may get confused with learning different things, from different people."
Honestly, I've done it all my life and I have never had an issue with learning and I have never had an issue with serveing two masters. To be honest I serve one master, and that's the Lord.
If my students learn from other people that's great. You can never learn too much. As a matter of fact, they better share with me the things they learn too because if it's good, I am so eclectic that I will add it to the syllabus if I like it, and I will credit them from bringing it to us.
So you do what you want. As an instructor, I do not care. I only ask that when someone speaks of the "other instructor" they say, "my other instructor".
Good luck, and learn all you can, there's so much out there.