The whole point of States is that nothing should cut out if the condition of a given plug-in doesn’t change between States. If you’re changing patches in the plug from State to State then it will obviously cut out, as it would with any synth, hardware, or software - you need to construct your combination of plug-ins to avoid that.
To answer the second question… I’ve finally understood the concept of creating a ‘Hub’ for each of my keyboards (thanks, Torsten!). In these ‘Hubs’ I use filters to isolate notes, sustain pedal, expression and any other messages that may be helpful to route separately. This way I can positively decide whether the sustain pedal is sent to any plug-in, rather than having to filter it out where I don’t want it. This really has made my Cantabile configuration MUCH simpler to manage.
To make a ‘Hub’, simply create an empty Rack (I use ‘Linked’ Racks for everything for re-usability), add as many MIDI outputs to it as you want separate MIDI message outputs, then add ‘Supress’ filters on each output to reduce each output to the MIDI messages you want to pass through it. In my ‘Sustain’ output, for instance, I filter out everything except MIDI Controller 64. I have one output that only passes notes.
Route your incoming MIDI keyboard to the ‘Hub’ alone. Make sure it doesn’t route to any of the plug-in Racks directly - do everything via the Hub.
Now you can simply add outputs to the Hub as you like, send messages to multiple destinations, avoid sending sustain where it isn’t wanted, etc. Life becomes so much easier! If none of this makes any sense, then take time to learn the basics of Cantabile and it should begin to become clearer.