At two points in EP8, a character's sprite does not disappear during a sprite change. The "new" sprite is displayed on top of the "old" one instead.

Here is one: http://i.imgur.com/Cs13fT2.png It may be hard to see, since it's the same sprite moved a few pixels to the right, but look at the left side of her hair.

For another case, I don't have a screenshot, but it's in the end of Bernkastel's game. When Kyrie and Rudolf lift their guns, Kyrie's sprite with lowered arm stays (you can see her arm)