smoking Can you layer heat. ?

I've been thinking about a previous post where I said I'd apply a hot rub to chicken wings precook, and then finish with a high heat sauce, and I started thinking ( to the ladies in the crowd, yes, it's a rarity... ) has anyone else tried this? Lets say you have a high heat rub, and then a higher heat sauce. Is there an aggregate total, or is the top heat simply equal to the sauce?

I am cooking good size wings, skin removed. Precook, I could dry rub, or deeply rub in an extract. Then after cooking they get tossed in the sauce of choice. Will they be any hotter than if I just cooked them and sauced them?

I ask this as my experience has been that the extract heat disappears during the cooking process, so I'm wondering if I'm doing something wrong...reminds me of the wedding night...

Any experience or recommendations here would be appreciated.

Thanks.

HC