Why do my characters lose feet continuity?

The continuity of the feet position when blending different motions is done by an algorithm called Synchronization.

A prerequisite of this algorithm is the fact that footprints are defined for each motion in the Locomotion Behavior and these motions only contain one and only one walk cycle (i.e. 2 footsteps for a biped, or more generally one support phase per channel). The only exceptions to this rule are the neutral / starting motions

If the motions cannot be used for synchronization,  you will experience problems like playing the same feet twice or bumps (see below)

Check Setting Footprints on your Motions for full details

Locomotion including a motion with wrong footprints

Same locomotion with correct footprints