@E_Flem there are a couple of options I think are close to what you’re looking for.
Saved Loops: you set a loop in djay then save them to a Performance Pad location. These are separate from the Hot Cues so you can have 8 Hot Cues and 8 different Saved Loops.
Cue Loops: these are only accessible through MIDI commands and not in the GUI like Hot Cues or Saved Loops. These can be easily MIDI mapped the a free Performance Pad Mode. They are also connected directly to your Hot Cues. However, instead of just playing the Hot Cue they will loop at the current length set in djay.