Save -> Save kept fragments separately -> Use mask for output file names, with mask like [source]_[n:4] will always start the numbering at 0002, not 0001. If using the save function multiple times, it will always skip one number.
Example:
Mark video into 2 kept sections.
Save kept fragments separately with [source]_[n:2] as mask.
Creates filename_02.ext
Creates filename_03.ext
Save again with same settings.
Creates filename_05.ext
Creates filename_06.ext
Would be nice if we could specify which number it should start at, or even reset the numbering.