How to to stay in a app holding pattern

Probably a easy way but looked in handbook and played with it in sim with no luck. Situation going into KADH (Ada,OK) cleared to Tanpy to hold for RNAV 35 app. Was # 2 so thought I would just do one turn and be cleared for app. Activated the app direct Tanpy and entered the hold. Inbound to fix got alert "Exit hold at Fix". But at this time realized would have to do another turn. Could not think of a way to cancel the exit. So just followed the white holding pattern and reactivated app inbound. Probably should have not activated app initially, just went direct to Tanpy and build the holding pattern. Then activated app when cleared. But any ideas how to keep 540 sequencing the holding pattern once I got the alert.

There was a exit the hold but no continue the hold on the LSK. The next leg was not active when got the alert, that is why I thought there might be a way to continue in the hold.

chflyer wrote: There aren't 2 LSK's, rather the L4 LSK should toggle between exit and continue. Did you try that?