I’ve achieved this before by having a state in the rack that routes the output directly to the environment outputs rather than to the rack outputs (there’s a setting to enable these so they’re an option in a rack). You have to then select this rack state if it’s the last state in a song that you want the sound to carry over while you change songs.
If you route all output into an “Output” rack for processing then this wouldn’t work but in my case I don’t so wasnt an issue.