Need advice

Hi, I'm struggling with a dilemma and I'm hoping for some advice. I work for a popular home care agency. They don't pay well at all, but I enjoy private duty, so I never complained. I'm on a case that I really like and the family is so nice, which makes work life pleasant for me. The case I'm on uses two different agencies, because of staffing issues. I got friendly with the nurses from the other agency. And I found out their pay rate. Which is significantly better than what my agency pays, doing the same job. So, I really want to jump on board with the other agency, but I'm worried about how that would effect a future reference from my current agency, etc. Also, I want to stay on the same case. My desired outcome is to move to dayshift with the other agency (I'm currently on evenings). And just quit the current agency all together. But right now, there's no dayshift openings with the other agency. I was thinking of calling the other agency and telling them that I'd like to pick up dayshift with them, if or when it opens up. What do you think? Is that risky? What would you do?