If you want your character to have hair (or something similar on their head that changes as the head turns), you will need to add the cycled layers to their own group. The cycle layers behavior will have to be applied to the group with these layers, not the higher level "Left/Right Quarter" group that contains the hair.
When adding the Cycle Layers behavior to the Left Quarter and Right Quarter positions, the layer order is important. Thankfully, there is an option to change the order the layers cycle from top to bottom to bottom to top. In my experience, the effect works best when the layers "advance every" 1 frame. Obviously, you only need it to cycle once unless your puppet is drinking a lot of coffee. The check boxes for "Forward and Reverse" and "Hold on Last Layer" also need to be checked. On Trigger End, let the cycle finish. And let it Continue After Pause when triggered.
When I first did this, I had some tagging issues. It's not too complicated, but I still managed to mess it up. Here's how the tagging works (for me).
Head (tagged Head)
Left Quarter (tagged Left Quarter)
LQ Hair Front (not tagged... hair in front of the face)
Left Head Turns (tagged Left Quarter & uses cycle layers behavior)
Left Turn 4 (not tagged)
Left Turn 3 (not tagged)
Left Turn 2 (not tagged)
Left Turn 1 (not tagged)
LQ Hair Back (not tagged... hair behind the head, in front of the neck/shoulders)
Right Quarter (tagged Right Quarter)
RQ Hair Front (not tagged)
Right Head Turns (tagged Right Quarter & uses cycle layers behavior)
RQ Hair Back (not tagged)
Straight (tagged Frontal)
Str Hair Front (not tagged)
Face Straight (tagged Frontal)
Str Hair Back (not tagged)
As far as I can tell, this approach doesn't work if you want to use cycle layers using all 5 head turn positions. The reason is because the Left/Right Quarter views don't know if they're cycling back the frontal position or to the Left/Right Profile position. If going to the profile view, the "Forward and Reverse" check box needs to be unchecked.
Anyway, I hope this helps someone. There are a lot of people in this community who are a lot more knowledgeable than I am with this software. If they have anything to add or correct, I hope they add to this below and make this even more useful/comprehensive.
"Be Excellent to Each Other." William Preston Esquire & Theodore Logan
I've been also trying to add inbetween frames to my tracked head turn by using Cycle Layers behavior. And then I run into the same challenge where there's no in between gets played during transitions between certain head poses. In Mark Simon's tutorial video, he mentiones that head pose layers in the layer list must be ordered in the specific way for this to work. The order he shows in the video didn't work probably because the software has been updated. The following order is the one worked for me:
Downward, Upward, Left Profile, Left Quarter, Right Profile, Right Quarter, Frontal.