I am not sure of your use case - but one common example I can think of is a LRN service provided via 302 redirect.  What we do in this instance is UAC -> Kamailio on this initial transaction we send the call directly to the LRN service (not appending) any other branches and alter the original state of ruri, we then set a special reply route that receives the LRN information, caches it in a database so subsequent requests entirely avoid this process for a period of time since its already cached.  We also set a custom failure route that appends the new branch(s) upstream back to LCR / PSTN using LRN information.  Now with this said - while the transaction is in flight upstream, and a cancel from UAC is sent, simply flag the transaction / response you receive back from upstream and drop it in the reply.

Sincerely,

Brandon Armstead