Does the WebSphere Agent supports having another third party TAI on WebShpere?
Yes if the Siteminder TAI is loaded first.
After double check the above statement is not correct
Following the Agent guide for WebSphere 12 SP2
Agent Guide › Configuring the SiteMinder Agent, WebSphere-Side › Configure the SiteMinder TAI in WebSphere
Note: WebSphere can support the coexistence of multiple TAI module implementations. The TAI implementation used is determined as follows: When a request is made for a WebSphere protected resource, the server calls the isTargetInterceptor () method of each TAI implementation one by one to determine which interceptor is going to handle the request until one responds.