What won't happen: Current Airline (which I will call X) is not going fire you for looking elsewhere (in this case Air Line hehehehehe Delta which I will call Y) and then you have to tell Y you have been terminated this jeopardizing your employment at both places. Thats not going to happen....UNLESS you told X you had some family emergency on the day you interviewed at Y........but even then that would require the person who gets the request to be a super sleuth and connect the dots.

If you really wanted to be extra credit model of integrity why not just resign from X now. That way nobody is stuck with last second seat support and maybe a crew could be paired together for the remainder of thier training that wouldn't otherwise be.......remember you are taking somebody's spot.
I don't expect you to do that, especially if you think you might get typed before your Y class starts and most especially if Y doesn't have the type your typing on. I would caution you that if it maybe a shared type.....you aren't helping yourself by getting X procedures pounded into your head....,that's only going to hurt you at Y and will anger (however irrational that may be) the Y instructors.
Or you might be just in it for more stay credits at Mariott or Hilton Honors.

You may also be hesitant to resign thinking of redundancy, I will only say that if there is a Black Swan both classes will be cancelled so....

If this is TLDR....just remember to put in 2 weeks notice.....and don't worry about anything else.