Odd Manual behavior.

If your console or channels are set to 'capture' mode, then they should stay at the 'red' manual level.  I prefer to have my console set to capture mode, so I can use it to my benefit. (Say, if a cue list is running, and suddenly I'm asked to hold some channel/group(s) at a level, it is the faster method, so I could then go edit in blind if needed)

If they are captured(noted with a small c next to the right of the level for that channel) and then resetting, sorry I don't know the solution.

The final cue in the loop links to the start cue.  Any cue run out of sequence either by load or link is automatically asserted.  I believe that what you are seeing is the assert behavior causing the channels to fade out.  

If you give the cue with the link a loop of 0 (infinite), this makes it a loop sequence, which doesn't assert the tracked levels when it links back. A [Loop Enter] removes the loop, which is different than a loop of 0.

Thanks to all three of you.

Ya learn something new everyday...