Set selection: "while held AND any action in activated set is resolved"

### Is there an existing issue for this?

- [X] I have searched the existing issues

### Is your feature request related to a problem? Please describe.

I use a button with a set selector "while held" to activate Set 2, where I use a button which opens a menu while pressed. To navigate this opened menu I need to use a stick, for which I have to release the button which activated Set 2, and so it also automatically closes the opened menu.

### Describe the solution you'd like

Would it be possible to have a new Set Selection option which closes the set after the original button is released AND any action in the opened set is resolved (i.e. any other button pressed in the activated set is also released).
Example: Press and hold A to switch to Set 2. While held, press and hold UP to open a new menu which can be navigated with a stick. After releasing A, if UP is still pressed, keep Set 2 and the menu brought up by UP active, and switch back to Set 1 only after UP is also released.

### Describe alternatives you've considered

I tried activating set 2 by only pressing A, but I need to have set 1 active without having to press A again. I could create a zone within which I could bring up the menu in set 2, but that would limit my time to bring it up and would mess with my primary function for UP.

### Additional context

_No response_