Would it be wrong to go after her
If you and your FWB have indeed been as clear as you suggest (explicitly, in words, not just through actions) to each other that you're only enjoying each other's sexual company and have no interest in any future romantic involvement, I don't think it would be wrong in any moral/ethical sense.
Complicated though, maybe.
If you really want to pursue odds of a relationship with this friend of hers, it would likely make things simpler to first cut off the FWB deal. Can think of two reasons:
- Thinking of your FWB: Even if no romantic feelings are involved, emotions can be unpredictable in any relationship, let alone in a situation that involves both the guy she's sleeping with and her friend. All the more so if she has a "super territorial possessive" side.
- Thinking of the other girl, if you think you might be serious about her, it probably doesn't help your chances if she knows you're currently sleeping with her friend; whereas it wouldn't really start things off on a good foot if she doesn't know and you'd keep the info from her.