For an ActionList to run across multiple scenes, you need to use an ActionList asset that has its Can survive scene changes? property checked in its Inspector.
When such an asset has Scene: Switch Actions, you'll then have the option to continue the ActionList after the scene-switch completes.
If you want the Actions that run inside each scene to be part of the scene itself (i.e. come from a Cutscene), you can use the ActionList: Run Action inside your sequence ActionList asset file to run a Cutscene once a particular scene is open, and check Wait until finish? so that you can then continue to the next scene once it completes.
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For an ActionList to run across multiple scenes, you need to use an ActionList asset that has its Can survive scene changes? property checked in its Inspector.
When such an asset has Scene: Switch Actions, you'll then have the option to continue the ActionList after the scene-switch completes.
If you want the Actions that run inside each scene to be part of the scene itself (i.e. come from a Cutscene), you can use the ActionList: Run Action inside your sequence ActionList asset file to run a Cutscene once a particular scene is open, and check Wait until finish? so that you can then continue to the next scene once it completes.