Not sure I completely understand, but here are a few thoughts:
- Regardless of how the button functions, once they leave the slide, they leave the slide and what they're doing on the previous slide is irrelevant.
- If you want them to hold the button down and at the same time show a video, you could put the video on a layer instead of going to a different slide.
If you want to use Peek to record your screen and share a little more about what type of functionality you want and what you hope to get, then it will be easier to understand and offer a few ideas...assuming what you want is possible.