but what if I want to use ode15i
ode15i is a variable-step, variable-order (VSVO) solver based on the backward differentiation formulas (BDFs) of orders 1 to 5.
Variable step algorithms do not just pick a step size, calculate the function at (current plus step) and multiply the returned derivatives by the step size to determine the next location.
Variable step algorithms also evaluate at a series of carefully chosen additional points and make predictions based upon some of the locations and and other predictions based upon a different subset of the locations, and cross-check the predictions. Then if the values changed too much or if the predictions do not match each other well enough, then the step attempt is rejected, and a smaller step is attempted, and on and on until eventually either a small enough step is accepted or else the algorithm reaches the lower limit on step size and rejects the system of equations as being discontinuous.
Because of this "evaluate multiple times at different locations" together with "reject steps", then you can never count on function values remembered from a previous call: the previous call might have been a different one of the carefully chosen points from the current series, or might have been from a rejected attempt.
If your system cannot be represented with one of the DDE solvers, then you are probably going to have to switch to a fixed-step solver and figure out the number of control points per iteration in order to know how many previous values to remember.