Continuing animated values during transitions

I’m using AnimationController with a couple of states and animations for blending GameObjects.
There is an idle state with idle animation. I disabled “Write defaults” in state properties.

I’d like to know how I would use “current” values when the state transitions to a new state.

For example, in a certain animation one object is blinking - alpha between 0 and 1 and 0. At a certain moment it should change to a state and animation that completely hides the object (alpha 0). However, since that moment is not predictable, I do not know, at which value of alpha the animation should start decreasing it to 0.
When it always starts at 1, there’s obviously a flash making the object completely visible before it vanishes. When I leave out a “first” value or changing time of first keyframe to larger than 0s, the object does not fade but hides in no time.

How should I deal with this situation?

Thanks

Any advice?

Is the question clear enough? Have I missed something obvious?

How did you set this alpha value