I managed to work around this by sending the data twice, terminated by am "e" on it's own line after each block.
So your input should look like
set datafile separator ","; plot '-' using 1:2 with lines, '' using 1:3 with lines
0,1.1,2
1,2,3
2,6,4
4,4.6,5
5,5,6
e
0,1.1,2
1,2,3
2,6,4
4,4.6,5
5,5,6
e