As someone who has been an advocate of letting us put modifiers wherever we want (might just be for a specific game as some use shift or control for the UI), maybe if you allow us to add a modifier elsewhere, without another key included - just the modifier - you could add a special option in the list for sticky.
IOW, someone selects a position on the keyboard, as they do now. They tap "Control". At this point they can add another key to, for example, make it "ctrl-A". But my idea would be that you could leave out the "A", thus making it just another control key, BUT, as soon as you select "control", you are given the added option (like a checkbox on that blue display?) to make it sticky. Of course, if you add a character after it as is done now, there would be no "sticky" option.
If you select the sticky option, it would work just like any other sticky modifiers we have now, like shift or function layer. Otherwise, you'd have to keep holding it down. People can choose what they need.