If you really need the functionality, you could try hardcoding the links to your front page and category pages to have ?compset_status=2 in the URLs.
For example, your Categories widget links could look something like this:
<a href="[category.link]?compset_status=2" title="[category.name]">[category.name]</a>
That way whenever someone clicks a category link, it will automatically show the "master" product from your comparison sets. Then pagination will work. And also your filters should work.