Mqtt messages with differen ID's, how to filter and avoid sensors without value

Configuration
2

Please edit your post and format it correctly as per point 11 here.

But in answer to your question yes, you can retain the last value like this:

value_template: >
  {% if value_json["SN"] == "0001" %}
    {{ value_json["v1"] }}
  {% else %}
    {{ states('sensor.message_sn_1') }}
  {% endif %}