Hello..so what I do is stop the program when I go to transmit, as you correctly noted, and then go to start (play) when back to receive.  My FT-950 tracking does not stop the program when I hit F5.  If I do not stop the program when in transmit, well you can imagine what that does!  I have used this method for years with HDSDR and SDRUNO and it works quite well because it is an instantaneous response.  But not so with Console.  Three seconds is a significant delay  and it results in  the station I am working getting a few words or letters (on CW) "chopped off" before I can begin to receive.  Hope that makes sense?
Jim