PPP as a second Internet access channel

It is possible that mongoose os was connected via Wifi to the mqtt server and sent data, and if the connection via wifi is unavailable, it will raise the ppp interface itself and send data via gsm?

AFAIK both interfaces are supported. As the underlying layer in most scenarios is lwIP, both may be active at the same time but the stack will choose one interface as default and route through that one, I don’t know which one it is. It will always answer on the local interface (it will not answer to hosts on your WiFi using the PPP link).
Being the default interface down, it may or may not need some action on your part to route through the other interface; it’s been a long time since I was into that.