I assume you're using 3D.
If all your objects are on 1 straight line between point A and B, then you could temporarily position your camera at point A, let it point to B and use CameraPick.
When you've found your first entity, then you could position your camera at the coordinates of that first entity, hide that entity, let your camera point to B again and use CameraPick again.
Hiding the entity will prevent you getting weird results, as your camera could be inside the entity.
If you would use CameraPick again, it could return the same entity (the first one) if a polygon of entity 1 intersects the CameraPick.
If all your objects are on 1 straight line between point A and B, then you could temporarily position your camera at point A, let it point to B and use CameraPick.
When you've found your first entity, then you could position your camera at the coordinates of that first entity, hide that entity, let your camera point to B again and use CameraPick again.
Hiding the entity will prevent you getting weird results, as your camera could be inside the entity.
If you would use CameraPick again, it could return the same entity (the first one) if a polygon of entity 1 intersects the CameraPick.