Hi,
if you want to keep the MPLS clouds separated, just check carefully which prefixes you are advertising to each MPLS provider from your HQ site by the CE router peering to both.
If you advertise only the local site prefixes (with an empty AS_PATH), each provider will not get the prefixes from the other provider and your HQ will be reachable from both MPLS clouds.
You can easily configure
ip as-path access-list 1 permit ^$
!
route-map local_only permit 10
match as-path 1
!
router bgp ...
nei x.x.x.x route-map local_only out
nei y.y.y.y route-map local_only out
on your HQ CE router.
If you are not advertising default route or something similar from your HQ to the MPLS providers, only traffic with destination = your HQ should be delivered to your CE router.
Best regards,
Milan