Motivated by the investigation of sharpness of thresholds for Ramsey properties in random graphs, Friedgut, Kohayakawa, Rödl, Ruciński and Tetali introduced two variants of a single-player game whose goal is to colour the edges of a~random graph, in an online fashion, so as not to create a monochromatic triangle. In the two-round variant of the game, the player is first asked to find a triangle-free colouring of the edges of a random graph $G_1$ and then extend this colouring to a triangle-free colouring of the union of $G_1$ and another (independent) random graph $G_2$, which is disclosed to the player only after they have coloured $G_1$. Friedgut et al.\ analysed this variant of the online Ramsey game in two instances: when $G_1$ has $Θ(n^{4/3})$ edges and when the number of edges of $G_1$ is just below the threshold above which a random graph typically no longer admits a triangle-free colouring, which is located at $Θ(n^{3/2})$. The two-round Ramsey game has been recently revisited by Conlon, Das, Lee and Mészáros, who generalised the result of Friedgut at al.\ from triangles to all strictly $2$-balanced graphs. We extend the work of Friedgut et al.\ in an orthogonal direction and analyse the triangle case of the two-round Ramsey game at all intermediate densities. More precisely, for every $n^{-4/3} \ll p \ll n^{-1/2}$, with the exception of $p = Θ(n^{-3/5})$, we determine the threshold density $q$ at which it becomes impossible to extend any triangle-free colouring of a typical $G_1 \sim G_{n,p}$ to a triangle-free colouring of the union of $G_1$ and $G_2 \sim G_{n,q}$. An interesting aspect of our result is that this threshold density $q$ `jumps' by a polynomial quantity as $p$ crosses a `critical' window around $n^{-3/5}$.