Try using subsearches. Something like this should work
sourcetype=server_a "New connection to server A" NOT [search sourcetype=server_b "New connection to server B" | dedup user| fields user] | table user
The above does the following:
Performs a search to give the users logged into server B (this is the sub search assuming the field name is user and that the field name is same for both the sourcetypes)
For performance issues, the sub search is made to give only the field user
The outer search searches for users which are NOT in the list of the inner search and lists them as a table.
Make changes accordingly and look for sub searches in splunkdocs.
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