In that case, in the the last seconds of A.mp3 it should be faded out and, at the same time, the B.mp3 file should be faded in. I mean, the two files should be played at the same time for a few seconds.
This is not currently possible without writing a custom Module to provide this functionality but I will add this as a feature request to our backlog on your behalf. Features which are added to our backlog are reviewed and considered for future versions of Wowza Streaming Engine. At this time I can't confirm if the feature will be approved and if so, any time-scales for it's availability.
Further communication will be done via the ticket you created with support (129120).