Yes, this works seamlessly transferring active focus outwards, indeed as you describe from C1/C2 to 3D and then releasing the shutter button (or AFOn button). Many of us routinely shoot the Z9 this way using an "outwards" handover, which leverages focus persistence from tighter user-control over to camera-control.
The issue appears going the other way - an "inward" handover from camera-control to user-control. One factor that break Focus Persistence is if there's the slightest gap in keeping both buttons depressed at the same time. Custom setup is the second factor.
Consider an example of "inward" handover..... First grabbing focus with AutoAF mode (or 3D) on a running mammal or flying bird out in the open. It then moves rapidly across the camera into vegetation. This is where a "inwards" handover to a tighter C1 or C2 mode hinges on the correct Custom setup. In order for Focus Persistence to work, AutoAF or 3D must be set on BBAF (or Release) to maintain the AF Cursor position through the "inwards" switch. If AutoAF or 3D is set on Fn1 and one tries to handover to C1 or C2 set on BBAF, well then inheritance of the AF Cursor position fails (even if both buttons are pressed together). Basically focus persistence does not work. What we see is the active focus point jumps to where it was set previously - and typically off the subject.
This distinction can be dismissed as academic but here be dragons with respect to:
1. Executing the Custom setup without the slightest gap in AF activation during the handover, and;
2. Understanding the constraints on which AFmodes can be set to respective controls for "inwards" Focus Persistence to work.