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First of all, that's not supported out of the box.
To start with, take a look at:
- A4J.AJAX.SubmitRequest - function that initiate requests
- A4J.AJAX.processResponse - function that handles the whole rendered response
- A4J.AJAX.processResponseAfterUpdateHeadElements - function that does actual update
Basically, you should extend processResponse(...) function so that it does insert/append either as replace.