Nope, sorry, no functionality to bookmark sequences.
If I bookmark the sequence's first post, clicking on that post from my bookmarks doesn't bring me to the view of the post within the sequence; the post is standalone without any mention of the sequence it's in, and oftentimes the post was written without reference to such a sequence which leads me to forget about the sequence in the first place.
We have a concept of "canonical" sequences, and this should only happen in cases where a post doesn't have a canonical sequence. I think the only way that should happen is if a post is added to a sequence made by someone other than the post author. Otherwise, posts should have a link to their canonical sequences above the post title, when on post pages with urls like lesswrong.com/posts/{postId}/{slug}. Do you have an example of this not happening?
Got it, thank you! The cases I've noticed have indeed been from (what I believe to be) non-canonical sequences.
Oftentimes I'll see a sequence I want to bookmark ("Save") it as I would a post/comment, but I haven't found any functionality to do so. If I bookmark the sequence's first post, clicking on that post from my bookmarks doesn't bring me to the view of the post within the sequence; the post is standalone without any mention of the sequence it's in, and oftentimes the post was written without reference to such a sequence which leads me to forget about the sequence in the first place. I was wondering if anyone might know of a way around this that's natively built into the website, which would be helpful for convenience.