I found a way to do what I was trying. To remove the rotation from the previous cache you need to add a Transform (Modify) Bone that replaces rotation. The alpha will help blend in and out. To fix its rotation afterwards you need a way to modify it to match the rotation of the gun socket (if parented to the bone). In my case the gun socket is parented to the ik_hand_gun so I used a relative transform. Now, when I walk and alpha = 1, the rotation of the walk animation will not be used. Hope this helps somebody.
