Yes, this is possible, but it would be more complicated to implement.
See also https://github.com/ethereum/wiki/wiki/Sharding-FAQs#what-about-heterogeneous-sharding.
What about heterogeneous sharding?
Abstracting the execution engine or allowing multiple execution
engines to exist results in being able to have a different execution
engine for each shard. Due to Casper CBC being able to explore the
full tradeoff
triangle,
it is possible to alter the parameters of the consensus engine for
each shard to be at any point of the triangle. However, CBC Casper has
not been implemented yet, and heterogeneous sharding is nothing more
than an idea at this stage; the specifics of how it would work has not
been designed nor implemented. Some shards could be optimized to have
fast finality and high throughput, which is important for applications
such as EFTPOS transactions, while maybe most could have a moderate or
reasonable amount each of finality, throughput and decentralization
(number of validating nodes), and applications that are prone to a
high fault rate and thus require high security, such as torrent
networks, privacy focused email like Proton mail, etc., could optimize
for a high decentralization, low finality and high throughput, etc.
See also https://twitter.com/VladZamfir/status/932320997021171712 and
https://ethresear.ch/t/heterogeneous-sharding/1979/2.