As far as I know, I don't believe this is quite possible like you envisioned. However...
If you've ever played the original Half-Life, you may remember the opening level. After every couple of feet on the rail track, something would lose behind you, or you would turn a corner (obscuring your view of behind), and there would be a load screen. This was a rather clever trick on Valve's part, as the player is tricked into believing that they are in a contiguous level, where in reality, the area that you just past through was actually deleted, and the new area you are now in is actually a perfect recreation of the end area you reached before the load screen.
In FPSC, you can potentially do the exact same thing. One popular way of doing so is to have a door leading to an L-shaped hallway with the winzone placed just before the L-shaped turn in the hallway. When the player enters the winzone and rounds the corner, the screen will be fading to black. Then, a new level will be loaded, but the player start marker should be placed just past the corner. However, the entire corner should be intact, as well as the bit that leads back to the door, which should be closed, to give the illusion that the area the player just left is still there, but inaccessible.
As you can see, this method is rather convincing, and has even been used in some really high quality games around here, such as RedShift. In fact, this idea is flexible, and I can easily see it being adapted to an elevator, or a fall off a high ledge.
I hope this helped! Good luck!
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