Can we record video to both the CF and the SD cards at the same time?

I thought we could and I set up the camera's menu to:
Record Func. = Rec to multiple
Playback = [2]
But when I record a clip, it ONLY seems to record to where I have the "Playback" pointed.
Is that "Record to Multiple" only for still images?

unfortunately yes
http://www.dvinfo.net/forum/tapeless-video-recording-solutions/519461-cheapest-way-just-backup-5d3.html

Yep. Unfortunate.
Thanks for confirming.