The START event fires, then “entering” the connected state. Actions have typically an OnEnter function. These are executed one action after another, from the top down when entering the state. When the action is done, it returns Finished(). When all actions did this, and the state has a finished event, the finish event is fired, leaving the state. When actions have everyFrame, that code is executed on update, and every frame. Then, this action does not return finished, and cannot trigger the finish event. When you switch the state to sequence (right click), then each action must first be finished before the next in the list is started.
When you want to use every frame for a limited time, you must leave the state. To do this, you just need to make a custom event that is triggered through some condition. The easiest is probably the wait action.
Let’s say your state has a few every frame actions, and one wait action, then the actions runs every frame for a duration, until the wait action moves the fsm to the connected state.