Hey Mr. Butler,
Sounds like you are going to want to mask the URL of that second, lead capture page. Because as soon as the visitor clicks your link on the first, one-page WordPress page, they are going to "see" the URL of the one you don't want them getting to directly.
Of course you can add that second page (it really doesn't matter where it is located, subdomain, subdirectory, etc.) to the same install as the one-page. Thing is you're going to have to cloak that link in order for the user not to see it.
I use Pretty Link (the light version), but their Pro version has link cloaking built in, which might be just what you need. Or you could check out your domain registrar's DNS offering to see if it provides you with link cloaking capabilities.
Hope this helps get you what you want!