Hi again,
In Pigments 3 and as i recall also in Pigments 2 -
The Hold is located in the Play settings of the Keyboard tab.
It's normal Sustain, like when using the sustain pedal. That means it work with the reserved midi CC 64. Any control you assign midi CC 64 can control the Hold. A Automation parameter named Sustain Pedal On/ Off also excist for each midi Channel.