I don't think you can dual-class between two specialist classes, but as others have said, you can dual-class between one specialist class and a standard profession. Which is why we never hear about Kensai/sorcerors, unfortunately.
As Numinor said, 9th level, or 12th level to move from kensai to mage, given the gain of +1 attack/+1 damage every 3 levels. A bit of a spoiler trick:
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Gather all the scrolls you can at 9th or 12th level, then let your party go in a good location where they'll hang around, and start learning spells. (Be sure to save before doing so, as you'll probably screw up half or more--yes, I know that's cheese. I'm just passing it along, FWIW.) You should be able to reach 9th level if you've gathered every scroll available to you in the normal course of the game by the time you reach 9th level kensai. With a few more scrolls, which a decent thief might steal, you could make 10th level and regain all your kensai abilities quickly.