Sustain (Hold1) is a special unique controller and works alone... you cannot share its function with any other controller. (For good reasons).

Tyros series (accompaniment keyboard) has a "Left Hold" feature, this is not found in the Yamaha synthesizers.

Tyros5: Holding the LEFT part Voice (Left Hold)
This function causes the LEFT part Voice to be held even when the keys are released. Non- decaying Voices such as strings are held continuously, while decay-type Voices such as piano decay more slowly (as if the sustain pedal has been pressed).

This left hand function is quite unique to Arranger Workstations. But you can surmise it uses a sustain message, as sounds where DECAY 2 LEVEL is 0, like percussive instruments (piano), decay eventually. But sounds where the DECAY 2 LEVEL is not 0 will sustain continuously (like strings). But obviously it is not just a simple Sustain message because one left hand chord automatically replaces the previous chord without any runover or overlap.

It is likely using the chord intelligence recognition engine to analyze the source chord, and it uses that information to generate the note data. It must be stated that the Montage does not have this LEFT HOLD function. And Sustain is not a Control Number that can be shared with any other physical controller.

The Montage is a synth, so I will stop short of saying you cannot creatively replicate this in some fashion. Control messages can be recorded and used in Arp phrases, and certainly the Motion Control engine's Motion "sequencer" can automate most anything. Whether or not it will be as smooth and seamless as it is in the Arranger Workstation's "Left Hold", remains to be seen.

ALTERNATIVES:
I have not the need for this so I cannot say if musically it will serve all your particular needs but (Hold 2) Sustenuto will allow you to play, and capture a left hand Part, while you can play the right hand Part freely using your normal sustain function. This requires a FOOT SWITCH set to send cc066, and a SUSTAIN PEDAL, It is not exactly like the Tyros' Left Hold feature, but may allow you to latch a Part in a region of the keyboard while you play and freely use the sustain pedal in another region. It will depend on the types of sounds you select to play in the left and right regions of the keyboard.

As I said, it is not the Tyros' Left Hold, but may let you workout something useable, without having to scuba dive into the Mariana Trench of the Montage Control engine.

You assign the Foot Switch in UTILITY > "Settings" > "MIDI I/O"

Sustenuto and Sustain work to hold notes played by the keyboard. Sounds strange to say, but it does not hold sounds trigger by the Arpeggiators, instead Sustain can hold the keys (note-on events) that trigger the Arp, not the notes of the Arp phrase. Just FYI.

Yes many Yamaha Accompaniment keyboards have this, (just not the synthesizers). You can remain "surprised" but Montage does not do EVERYTHING. Sorry. 😉