[2D] How to make an animation start on the frame the previous one stopped on?

Basically, if I'm running an sprite animation, any time I transition to the next animation, it always starts on frame 1, which is great in most cases, but in this particular case, not so much. I have 2 animations which I want synchronized, meaning when you transition from one animation to the other, it remembers which frame of the animation it was on.

So instead of: cursorFree[0] - cursorFree[1] - cursorFree[2] -trigger- cursorSelected[0]

it instead does: cursorFree[0] - cursorFree[1] - cursorFree[2] -trigger- cursorSelected[3].

But I can't figure out for the life of me how to do so, and searching has been useless too.

I don't want the first animation to finish before the next one starts or anything like that.

A great example of what I'm taking about is here in Fire Emblem Awakening. Notice how the cursor has 2 animations, one when it's idle, and one when it has selected a unit. However, when it transitions between these two states, the color pulsing stays in sync. When the cursor returns to idle, it shows that they are just 2 animations, not something more fancy with the colors going on, as the cursor returns to the idle animation at a point based on its color. This is literally what I'm trying to do in my own game.