This definitely can be done but requires a bit of work.
Perhaps there are also other ways to do it - I don't know. It also might making re-arranging things a bit more complicated.
You have the global assignment for "Next Patch" on the Concert level. We actually can keep that.
What you now have to do is to add the same assignment to the last Patch of a Set. This will override the Concert assignment; you'll get an alert whether you really want this.
Instead of "Next Patch" you now can use "Display Patch" (or whatever it is called for the English version). Add here as the target the first Patch for the respective Set.
When you have reached the last Patch in that Set and hit once more the "Next Patch" control it will loop back to the first Patch of the Set (or any other Patch you want).
Let me know if this works for you - I can also do screenshots if it helps.