I haven't tried this, but it seems logical to work.
At each step in the menu, have the call placed into a queue, such as "HelpDeskStep1", "HelpDeskStep2", etc. Theoretically, when you run your abandoned call report, it should show you which "queue" the call was in when it abandoned. But again, I haven't built this out to try it, so not sure if it will work in production.
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