Ok I'm just now joining the convo because I was looking to resolve this issue myself. I found a work-around, and unfortunately, it's annoying to have to do this every time if you have lots of transactions like this. 

From my understanding (or at least in my case), I have a downloaded transaction from an online account. I can see where I can split the payment into multiple expenses, but I can only assign one payee for the entire expense. I need to have multiple payees to each split. 

So what I had to do was make a manual journal entry - this is the only place I have found that allows you to make split payments to different payees - you can assign "Name"s to each line of the journal entry. Make sure the credit side account is set to the account that is your online account.

Then, go back to where you can review your transactions from the account. If you have already confirmed that transaction, you have to go to the "categorized" section, and click undo, which will put it back into the "for review" section. Click on this transaction, and select the option up top that says "find match". This will then look into your journal entries and merge the two transactions - your manual journal entry with the downloaded one so that you aren't making a double entry. This makes it to where your transaction has two payees. Unfortunately, you need to have some basic understanding of accounting to not screw up a journal entry, so if you know how to make journal entries, you can do multiple payees. 

Hope this helps!