I just save the poses to the library.  You can select frame ranges, and you can also select which portions of the figures to save in the pose set.  Acadia has a tutorial on saving partial pose sets.  That would be the only way I know of mixing splines.  Save first one partial set - those elements you want from a first sequence - and then a second, and then apply both poses from the same keyframe.

Each type of keyframe displays in the Animation Palette as a different color.  Spline = green, Linear = orange (brown?), Constant = grey.  Spline breaks display with a "/" in the frame box.

I use Poser 7 and there IS a Poser Tutorial.pdf file located at Poser 7Tutorials, along with four subfolders: BasicFigureCreation, BasicPoserOperations, Clothroom and HairRoom.  The subs contain tutorial scene files.  Under 'Basic Poser Operations' (Part 2, Chapter 6) in the tutorial PDF file there ARE chapters covering Creation and Animation, including 'The Walk Designer' and 'Keyframe Editing'.  Might be that's where I picked up the little I know about keyframing. 

There are also tutorials on the Smith Micro Web site:
http://my.smithmicro.com/tutorials/index.html#anim

I've been playing with Poser for years and there are still things I learn about each aspect of the program.  The Animation Palette is a rich and powerful tool.