I thought I would only use 3 channels for my Kemper live, but I think I can use another channel for a a long delay, that should let a ringing open E chord for a while, to mask when I switch over to play the clean passage.
I have tried setting the delay for a very long time, but the delay seems to end too soon when I switch to the other channel!
Hmmm... is there a way to get passed this, and let the delay ring out for its entire duration???? 
This should work for you, so check to see how it is set in the rig. From the manual
"Rig Spillover Off
If this new option in the Rig Settings is selected, the effects located in the Delay (DLY) and Reverb (RVB) moduleswill not "spill over", when you switch to another Rig. This means that the delay or reverb tail will be cut immediatelyon a Rig change, rather than decaying freely.
Effects in other Modules never spill over, regardless of how this option is set. "
Hello , in the Rig menu , you've got the spillover button . 
Edit : too late !!
You should put the delay in the delay slot. thats the only slot that allows delay spillover!
I think the problem here is that the spill-over feature doesn't allow for unlimited duration. So a very long delay won't result in a very long spill-over.
There are limits, probably due to some implementation consideration.
