This is just a guess, but if you use your muscles to create the release effect (low ab muscles) at the end of the up to down undulation you'll have more luck continuing the shimmy than if you've been using your pelvis to release backwards at the end. But you might already be doing that and it could be something else!

As far as drilling, I'd try contracting and releasing the low ab to get the "end" of the undulation effect, but just that part without the rest of the undulation, and once that's feeling solid, try layering the shimmy over just that part and drill that.

I don't know if this makes any sense! I used to have the same problem losing my shimmy at the back of a hip circle (interior or standard, it didn't seem to matter) and when I checked how my muscles were engaged it made a big difference. I hope this helps :D

What type of shimmy are you doing? Is it knee driven? Is it glute? Is it oblique?

Maybe practice the shimmy while holding the lower tuck position to see if you can push through the block.

Success! I broke down my undulation into chest forward, chest lift, upper abs, pelvic tuck and worked on them with a very deliberate shimmy and figured out the problem. While I initially thought the problem was in the second half of the undulation, it turned out to be a side-effect of not keeping the chest lift isolated enough. Somehow, I was putting sway in my back during the chest lift that made the rest of the ab work do something hiccupy when a shimmy was layered. Keep everything very separate and controlled and the problem went away. Much thanks for the excellent suggestions.