Would/could that issue be a function of the type of pedal being used?

Bad Mister,
let me quote James again:

Currently when I switch a single part performance in the Montage (while holding the sustain pedal down) the next single part performance does not recognize that I'm holding the pedal down and I have to release the 1st patch sustain to re pedal and trigger the sustain for the next patch.

I just put the correct terms so that we don't drift away into useless semantics instead of focusing on the important part. Is there something that you don't understand in that statement? Can I help you somehow further with additional explanations? Would it help if I record a video?

Let me quote your last words from your previous message:

Call up your piano Performance... "Imperial Grand"
On the Performance Home screen, begin to play
hit Chord and grab it with the Sustain pedal or if you'd like to use the Sustain on the new piano, hold the Chord with your fingers...
While holding that Chord call up any other Performance "CFX Concert"
You should still hear your held Chord on the original "Imperial Grand"

It is not about hearing the previous performance while switching to a new one. The problem is that the notes played on the cfx concert performance will NOT sound sustained alltough the sustain pedal is being held from the previous (imperial grand) performance. Read again what James wrote.

Bad Mister wrote:

Points of Order

"The Montage resets the sustain midi data when switching from one performance to another one."

This is not a true statement. The MONTAGE does not reset the Sustain when moving from one Performance to another.
Try it, if you own one. Perhaps the Sustain pedal of this user is not working or they are misunderstanding how it works.

You are correct. What you describe works, and I am convinced that this also works for the people in the forum which asked for this. But the original post says: "Currently when I switch a patch in the Montage (while holding the sustain pedal down) the next patch does not recognize that I'm holding the pedal down and I have to release the 1st patch sustain to re pedal and trigger the sustain for the next patch." This is also true for every Montage. And to be precise, it was made clear that the meaning was to switch from one performance to the next. The intent of the original question was, if Montage can but configured to actually also hold the pedal for the new performance. That's not possible. So me and others would like to propose that this be added in a firmware update.

In the 2nd case above a sustain message would have to be sent to the newly selected performance notifying that performance to also sustain as if in a default position until the pedal re-triggers again. It'd be like a lingering sustain message being received by the new performance before it sounded. Is this possible?

1) Put a brick on the sustain pedal so it's smashed down from now from eternity. If you started with CFX + FM EP then this piano sound will have sustain and all notes will ring out legato without the virtual felts dampening the strings.

2) Switch to another performance - any of them. The brick is still on the sustain pedal. Say now you switch to a Rhodes EP sound. The Rhodes will not sustain - the virtual dampening felts will deaden the strings when you let go of keys even though the brick is still on the sustain pedal. You've got to take the brick off and put it back on in order for the Rhodes to start lifting the virtual dampening felts away from the tines to create the "sustain sound".

So it seems that sustain, with respect to a performance, is edge triggered and not level triggered. In other words - it seems a performance needs to see the sustain pedal transitions from not-pushed to pushed in order to "work". If you "sneak" into a performance with the sustain pedal already pushed - then the new sound of the new performance will not recognize the pedal is already pushed - at least not so the newly switched performance has that recognizable sustained sound.

The wish is that the virtual instruments would act more like physical instruments and respect the "level" of sustain rather than forcing an "edge" of sustain.

The old performance (performance before switching to a new performance) is acting fine in that it continues to sustain. But this isn't the crux of the "issue" outlined in the wish request.

This is what has me present possible ways out - which amount to "don't do that". There are a few different tactics to avoid the situation where you carry a sustain from an "old" performance to a "new" one that requires sustain to continue for the old+new performance. This is not diminishing the "wish" - but providing possible ways through the gig until firmware, if ever, is updated.

Quoting myself (pre-test):

I've wondered if we used the variable sustain (one that can be "half" dampened -- really any value from 0-127) can be leveraged to also get around this. What I'm thinking is if when you push on the sustain pedal - it oscillates between 126 and 127 - if that would be enough to make it "seem" like the pedal is working as in the physical world.

If so, then it may be possible to "DIY" a sustain pedal that would also work around the issue. Not that we "should" or this is "ok" - just that it may be possible.

EDIT: No, above is not possible. Tested and half pedal to full engagement does not make new performance recognize the sustain pedal - so that's not a "way out". Sticking to a single performance or rearranging your performance transitions are currently the only ways.