Let $A\subset B$ be an integral extension of commutative, unital rings.
We have the well-known "incomparability", "lying-over", and "going-up" theorems (5.9-5.11 in Atiyah-Macdonald, or see here). Lying-over asserts that every prime of $A$ has a prime of $B$ that contracts to it ("lies over" it). Incomparability asserts that two distinct primes of $B$ that lie over the same prime of $A$ are incomparable i.e. neither contains the other. Going-up asserts that if there is a chain of primes in $A$ and you fix a prime of $B$ lying over the minimal prime in this chain, then there exists a chain of primes in $B$ of the same length, each lying over the corresponding prime of $A$, with your fixed prime as the minimal member.
We also have the "going-down theorem" (Atiyah-Macdonald 5.16 or same link as before), but only if $A$ and $B$ are domains and $A$ is integrally closed. This is like the going-up theorem except you fix a prime of $B$ lying over the maximal prime of the chain in $A$, and extend downward instead of upward.
I just realized I may have been subtly assuming the existence of a "going-in-between theorem":
If $\mathfrak{q}_1\subset\mathfrak{q}_2$ are primes of $B$ and $\mathfrak{p}_1\subset\mathfrak{p}_2$ are their intersections with $A$, then incomparability implies that if $\mathfrak{p}_2$ covers $\mathfrak{p}_1$ (i.e. there are no primes properly between them), then the same is true about $\mathfrak{q}_2$ and $\mathfrak{q}_1$.
I thought that the converse was true as well, i.e. that if $\mathfrak{q}_2$ covers $\mathfrak{q}_1$, then $\mathfrak{p}_2$ covers $\mathfrak{p}_1$.
But I realize now that I believed this due to a faulty application of the going-up theorem. If there is a prime of $A$ between $\mathfrak{p}_1$ and $\mathfrak{p}_2$, going-up asserts there will be a prime of $B$ lying over it and containing $\mathfrak{q}_1$, but there is no guarantee that it will be inside $\mathfrak{q}_2$.
Going-up can guarantee it will be contained in some prime of $B$ lying over $\mathfrak{p}_2$, but not necessarily $\mathfrak{q}_2$.
Does it ever happen in an integral ring extension $A\subset B$ that a covering relation $\mathfrak{q}_1\subset\mathfrak{q}_2$ in $B$ intersects with $A$ to yield primes $\mathfrak{p}_1$ and $\mathfrak{p}_2$ with a properly intermediate prime $\mathfrak{p}_1\subset\mathfrak{p}^\star\subset \mathfrak{p}_2$? What's an example?
If it does happen, then how bad does a ring have to be for it to happen? Can it happen in a noetherian ring? Or is it ruled out somehow by the Krull height theorem? If it can happen in a noetherian ring, how about a catenary ring? (Obviously not a local catenary ring.) How about a Cohen-Macaulay ring?
Aside: This question is motivated by a technical point in an argument I gave in this question.
Second aside: It seems clear to me on geometric grounds that the proposed $\mathfrak{p}^\star$ cannot exist if $A$ and $B$ are affine coordinate rings over a field: for in this setting, if $\mathfrak{q}_1$ is covered by $\mathfrak{q}_2$, then $V(\mathfrak{q}_1)$ is an irreducible variety, and $V(\mathfrak{q}_2)$ is a codimension one irreducible subvariety, and $V(\mathfrak{p}_1)$ and $V(\mathfrak{p}_2)$ are their images under a dimension-preserving map, in which case what is $V(\mathfrak{p}^\star)$'s dimension? But this logic bundles a lot of nuanced dimension theory into a black box. This question is an attempt to open the box and examine the contents.