I’ve only done it in BPs, with one shake for each axis (forward&backward / left&right), then there is an oscillation blend in and out time in the camera shake BP which you can set.
I also wanted different shakes for different movement speeds, it’s a clumsy solution, but i made three shakes,
one for each walk speed (crouch/walk/run) and called them up by the walk speed. This too resulted in “jolts” (as you described) when the different shakes changed to next. I set the initial offset to zero which got rid of the jolts. Like I said, kinda clumsy, but worked for me.
Don’t know if this helps, cause it’s not code, but maybe it’ll give you some ideas.