There is now a "KeepState" flag on animation sections in sequencer that performs the desired functionality
Animations don't respect Restore State when they are part of a Shot/SubSequence
Broken: 4.15 (3450819)
Worked: 4.14 (3249277)
Result: When the camera switches to the second shot, the mannequin walking from left to right will return to the ref pose
Expected: Character remains in last pose from the animation that was playing in Shot 1
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-45417 in the post.