If your situation doesn't support upgrading to a different keyboard right now, I saw a reference to recording and playback features on the SK-20066. If those features allow it, you might be able to record yourself playing part of a song with sustain turned on (or off), then play along with the recording with sustain turned off (or on).
Also, I couldn't find a manual for the SK-20066, but if it lets you split the keyboard between two sounds, and if (as is sometimes the case) the sustain feature works with the right-hand sound but not (when using the split mode) with the left-hand sound, then you might be able to turn on the split mode, set both sides of the split to the same sound, turn on the sustain for the right-hand side, and then play on either the left-hand side or the right-hand side depending on whether you need to sustain the notes or not. You might also need to set the position of the split point to a location that allows enough keys on each side of the split, and transpose either or both the left-hand or right-hand sides of the split up or down an octave or two as appropriate.
Neither of those suggestions is an ideal solution to this particular issue by any means, but they may still be viable ideas for certain other situations. In our modern era of polyphonic multitimbral electronic keyboards, it's easy to forget that musical geniuses such as Wendy Carlos and Isao Tomita had to record themselves playing monophonic tracks, and build their early masterpieces by combining many such tracks just to create simple chords and more complex orchestrations.