Multiple DbConfigurations with different execution strategies in EF6

Question

We've been using EF6 for a while now to connect with an Azure database. For this database we use the ExecutionStrategy specific for Azure connection to have a more resilient connection:

public class MyDbConfiguration : DbConfiguration
{
    public MyDbConfiguration()
    {
        SetExecutionStrategy("System.Data.SqlClient", () => new SqlAzureExecutionStrategy());
    }
}

See the microsoft article about connection resilience for more info

Recently however we've added a connection to a different database which resides on a MSSQL database server where we want to use the default execution strategy. Since this runs in the same app domain, we run into a problem:

The default DbConfiguration instance was used by the Entity Framework before the 'MyDbConfiguration' type was discovered. An instance of 'MyDbConfiguration' must be set at application start before using any Entity Framework features or must be registered in the application's config file. See http://go.microsoft.com/fwlink/?LinkId=260883 for more information."

Reviewing the article linked in the error I see the following statement:

Create only one DbConfiguration class for your application. This class specifies app-domain wide settings.

I've tried solutions from several related questions to this, but I keep running in the same problem. The things I've tried basically come down to setting the custom DbConfiguration in different ways, through code, attribute or config file.

I think the solution is to set the execution strategy without a custom DbConfiguration, but I'm not really sure it is, and how I should do this.