This request came more than once in the past. One thing I could implement is a "atexit" function similarly to the C funciton atexit().

Then we would have a function in the script which gets called whenever one does "stop immediately". This function can then restore
some ODB values or do whatever is necessary. 

If the sequencer gets killed in the middle, it can safely be restarted since the complete sequencer state is kept in the ODB under
/Sequencer/State. After the restart, the sequencer continues exactly where it has been killed before.

Would that solve your problem?

Stefan