What if I would have a task A, split into three sections. Could I set a finish-finish relationship between task B and the end of the second section of task A?
And if not, what would be a recommended path to take?
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Tasks are split by MS-Project when higher priority tasks take precedence over resources assigned and the position of the splits within tasks is therefore somewhat arbitrary and can move (according to resource levelling across the project). Accordingly there is no sense whereby attaching a constraint to a section of a split task has any meaningful use in terms of project planning.
Think about what you are actually trying to achieve and then model that in the plan.
You may be trying to start task B when task A is part way through because that is how you expect it to happen in the real world even though there is no other dependency between the tasks? If that is the case investigate the use of the Lag column in conjunction with the constraint type. The easiest to grasp is a F-S constraint with positive or negative lag. Simply put, start Task B when Task A finishes, with either a gap (positive lag) or before Task A finished (negative lag). Then if you want to start getting clever, change the Lag from a duration to a percentage so you could, for example start Task B such that 25% of the duration of Task B is planned to happen prior to the end of Task A.
Constraint type and Lag are extremely powerful when used in non-default combinations.