ACP should restore the focuser where it was on the previous night. Changing FilterState will simply tell ACP a lie about where it finished its previous run (whenever that was, maybe 10 minutes ago or three weeks ago), and that will be erased at the end of every run and replaced with the filter/focus state ending that run. Here's what FocusMax's Return to Start does (underlining mine):

Quote Originally Posted by Return to Start Position
When enabled will send the focuser to the previous starting position before the autofocus routine was initiated if the final HFD exceeds the Max HFD setting (typically the Best Focus Position of the last successful autofocus run). This is a useful feature for all night robotic observing sessions where thin clouds could influence the autofocus routine and cause it to leave
Note that you have a choice of how FocusMax starts out (regardless of where the previous focus left the focuser). Have a look at FocusMax Help, Tabs, Setup, FocusStart for a detailed explanation of the three modes.