Going outside of Sketch and learning just enough code to build your own prototypes is the best solution I've come across for these scenarios. There are some apps for prototyping that could handle stateful components better than Sketch, like Axure, but everything you're looking at is going to have trade-offs. Even if you're not quite ready to code your own stuff yet, something like Webflow could do the heavy lifting for you while you focus on the design. Either way, Sketch is limiting and you'll probably keep bumping up against its edges for complex/stateful prototypes.