In this case, the "First-Concept" is lost. Thanks for the information, but I believe that multiple (or cascading) concepts is not really the answer that's going to work for me. I think that I'll need to do something along the lines of creating a main public concept with as much of the "general banter" as possible and having the specific stuff in private concepts that get flipped on when appropriate.
My issue with this (that I probably just need more experience to do well) is that clearly there may be many times that someone would say "yes". This needs to be handled by many different cases based on what the current question is. Of course I could use <Previous> but if I ask a question and the user says something I didn't expect and the standard "no response" kicks in, this appears to clear previous. So my context is basically lost. I may need to use Concept for a section of dialog and use some other variable to control Last Y/N Question, just like someone might use a pronoun variable to keep track of what "he" refers to.