sounds like you haven't set the end key-frame to the right position, so the blur or whatever is going back to the position it was in originally because that's where the key-frames are telling it to go.
Go to the end of the clip, and move the blur thing to where you want it to be,
generally with key frames you should have as few as possible, only put a key frame on changes of movement, and remember to set the end frame to where you want it, this should help you to get a much smoother effect that covers the area effectively through-out
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