Is it a good idea to apply for PhD during my second Master degree? I graduated from M.sc in Applied Social psychology in 2017 (with thesis). And after a year of a research program in Poland, I decided to get an M.Sc in Clinical psychology (2-year program with thesis, I will graduate in 2021). I have been thinking whether it is possible to apply for Ph.D this year without delaying for another year until I complete my current program.

Could you please advise whether it can be done and whether it will look appropriate in my CV if I do so.
As long as you can justify why you pursued a second master degree at first and why you want to quit (if I well understood), then you will not look bad. 

I know many people who worked in the industry after their master and then turned back to academia. They could explain why they want to do a PhD and were convincing. 

If you are motivated and have good reasons to do a PhD instead of finishing the second master degree, then go for it. However, remember that any employer will ask about critical decisions in your professional life. Examples include: 1) why did you leave your last job? What motivates you to pursue a PhD? What motivated you to pursue a second master? etc.