I’ve created this little example of how i solved a problem similar to your.
https://www.dropbox.com/s/x6hhtmfgs1eun5s/Example.7z?dl=0
There are 3 different pawn (method 1, 2 and 3) which all they do is to transit from idle stand to idle prone animation.
Method 1, it is the classic that can be found in all examples and you surely know it, i just added a notify to make sure it does not move while transiting.
Method 2, makes use of animMontage and does show the snap (although my snap is in the beginning but it is just a matter of when bStanding is set, if it is done during the transition anim or later the snap will occur in the end of the transition like in your case).
Method 3, use the animMontage but don’t have snap issues.
I hope i understood your issue and this could help to solve, in case you haven’t already done.