It's conformant to FHIR, just as it would be conformant to have multiple Practitioners listed in the participant array. That said, would it be redundant to include both in the Appointment resource? What value do you see it adding in including both Locations, rather than one? Does Block A contain Room 3, or vice versa? If so, you could simply list the more specific location and it would be implied that at least a portion of the higher-level Location is tied to this Appointment. Locations can be linked to one another through the partOf element.