In Mechanical's Analysis Settings Restart Controls, you could try the following:
Generate Restart Points = Manual
Retain Files = All
Retain Files After Full Solve = Yes
After the initial solve, you could then change the in-between load step as you described (e.g. 5) and restart from the previous load step (e.g. 4).
L_K said:
Also is there a way to delete a specified load step from analysis?