Hi, I don't think that this works.
A possible workaround could be that you create an own locale for each subsite and each locale:
So for subsite S1, S2 and supported locales en, de you create the following new locales:
en_S1, en_S2, de_S1, de_S2.
Then you copy the existing message keys of the "master locales" en and de to their appropriate children and edit them individually.
In the subsite you can now set the supported locale manually.
I don't know if this is the best solution or what problem you can run into but it can be done very quickly. Perhaps somebody can post a better way.