Hi,
In your case there will be two clearing ( payment) documents created i.e each for one CA as shown below.
CA1
Open item number 1 & Open item number 2 --> ( after FPY1) --> payment doc number 3
CA2
Open item number 4 & Open item number 5 --> ( after FPY1) --> payment doc number 6
As per your requirement you want the amount of payment doc number 3 & 6 clubbed together.
Since the banks receive the files ( country specific formats like DTAUS0 format in Germany, ACH in USA, SEPA in Europe) as outgoing files from SAP as per the payment medium format created by print program SAPFKPY3 ( and its varients) in SAP. You can try making changes in the payment medium format in DME data medium exchange ( tcode DMEE) such that gross payment amount appears against the BP in a single line in the outgoing direct debit file.
Likewise the grouping of items at BP level during the payment run can be done using Extended Grouping functionality (event 0600) in Customizing.
Business Transactions -> Payments -> Incoming/Outgoing Payment Creation -> Extended Grouping
for e.g in Grouping Characteristics - define ZBP
in Grouping Varients - define ZG1 and under it define Grouping activity ( grouping strings) as ZBP