you should be able do it in shortcuts
make an automation (either in the home app, or in shortcuts as a home automation)
set the trigger as "device turns off"
when it comes time to select your devices or scenes to control scroll to the bottom and "convert to shortcut"
at the bottom of the scree, use "search for apps and actions"
--type "wait" it will add a wait, and you can adjust the time (see note below)
--type home and select "control home" then hit "scenes and accessories"
once that is done you can drag the steps to the proper order if they're not already there.
BUT... in doing some research, you can't wait more than 2 minutes 50 seconds at a time
there are some options in this reddit thread that might help you (you can click below, it keeps turning the link into a preview)
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another way to do this, but it has some drawbacks
have an automation
that triggers on the first device turning off
have it turn on the second device (this is the possible drawback, because you might not want it to turn on if it's off)
set the automation to turn off the devices after X minutes.
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you can probably do what you want using a combo of all this.
the shortcuts sub-reddit might also be able to help
in shortcuts you can also get the status of a homekit device, and then based on that status you can do other things.
"get status of floor lamp
if status is on then turn on ceiling lamp
if status is off then turn off ceiling lamp. "
things like that.