In UML Superstructure 2.1 (06-04-02) this was (very) slightly clarified. In response to issue 7995 the diagram that gives examples now shows StateInvariant and Continuation elements separately.
By doing so OMG removed the confusion about whether these elements can apply to multiple lifelines.
A StateInvariant applies to a single lifeline. As such, Sparx appears to have this working correctly. See State Invariant | Element in EA Help. (I am using build 817, but I believe this has not changed in some time.)
A Continuation may apply to multiple lifelines. Once again Sparx appears to have it right. As before, you can find this in help. This time you need to look for Continuation | Element, as the entry does not appear to be associated with states.
Remember that you can render a StateInvariant as a comment associated with the lifeline. EA would likely allow you to associate the comment with other lifelines, which might give you something more like your diagram. However, this might not be semantically sound. [It seems to me to imply certain things about when the StateInvariant constraint is evalueate (since StateInvariants are a form of constraint), what constitutes failure (consider what happens if the result is true for one lifeline and false for another), the effect of failure (what is the result of causing multiple traces to be invalid). These ambiguities suggest lack of clarity elsewhere in your model, and are best addressed there.]
Remember that you can associate (via a note) a StateInvariant with an OccurrenceSpecification (or Occurrence in EA-speak) . I've not tried this, but it might address some of what you are trying to accomplish.
Also remember, as always, that if you really must, you can always bend the rules. Just be sure that you work through the implications of such a decision, and document your decision and the results.
HTH, David