I can only add my voice to what seems to be a unanimous consensus: retain
one of the two handholds from the two-hands promenade hold; I have never
seen nor heard nor thought of anything different.
As to the side comments of remembering which hands to retain holding (at
the end of bar 3), it has as well always been easiest for me to remember the
oft-mentioned "right above, left below." Certain dancers in my class
however, whenever the tournée appears, invariably recite the mnemonic "hands
closer to the music." In again analyzing this just now in my mind, I would
have to confirm that for each couple it is, of the double promenade
handhold, indeed the handhold closer to the top of the set which must be retained.