By definition, switching Performances will always interrupt the Arpeggio. That’s the nature of how it is designed. If I understand your phrase “like a DJ set”, you are referring to how to transition grooves without stopping... the concept is most often handled by have two playback devices. We only state that at the outset to get it out of the way. When attempting to emulate any instrument or any situation, it is important recognize how the thing you’re trying to emulate does it.
A DJ usually has two similar playback devices in order to accomplish the seamless transition between Songs. You could, of course, get two MONTAGE’s (if price is no object). But if you are like most, you’ll want to accomplish this with just a single instrument.
I heard a Performance that has two different grooves going (if I remember, it was four Parts creating one groove, and the second four Parts doing the second groove) you can set the Super Knob to crossfade from one to the other.
Other approaches include using the MONTAGE’s ability to slave to external tempo (even tempo coming in the A/D In...) This can be useful in bringing in an external music source (again, the Super Knob can be used to morph from internal sounds to the A/D In) so you can ‘mask’ the transition to the next Performance with pre-recorded grooves you create for your transitions. You can program/design the crossfade to overlap to any degree you desire.
That external device can be a handheld recorder or any other audio device. Because the A/D In can be setup to be “Global” there is no hiccup in the signal when you recall the next Performance... you can crossfade to your external audio device while you ‘cue up’ the next MONTAGE Performance. And since MONTAGE can be reading clock from that external device’s audio, when you trigger the new Performance it will already be sync’d when you fade it in.
That’s just a couple of ways you could approach emulating a “DJ Set”... undoubtedly there are many more... you let necessity be the mother of invention. The A/D In can also be used to modify/modulate the MONTAGE synth engine.