As I remember it, in Winamp you load a playlist from the media library (in my case usually all files), and then within that playlist you can use JTFE to select a file to play next. That file in the playlist gets a number  next to it and is played next, regardless of whether shuffle is on or not. Any number of tracks in the playlist can be queued like this, each getting a respective queue number next to that tracks entry in the playlist line, and afterward the queue is finished Winamp returns to the standard playback ordering.
So I can have a playlist of all files on shuffle, decide to queue up a specific album or two, and after that it goes back to random shuffle without me having to reset the playlist from scratch.
This ad-hoc playlist-within-a-playlist is also visible within it's own dialog box if so desired.
(I'm starting to wonder how different the abstractions ncmpcpp use compared to mpd, or if it's just a naming thing.)
Edit: or, IIRC, instead of the JTF queue method, you can just immediately jump to a file in a playlist, and after playing that, Winamp returns to the previous spot. I need to make a screencast of this because there's apparently no videos of the functionality around online..
Of course, the main "issue" with this is that after the end of the queue is reached, the playback stops. I don't actually mind this, because I can schedule my playback to stop by moving my current item + how many else to the end of the queue. I know that there's a deamon to automatically add random songs at the end of your queue once you run out of stuff in case that's a hurdle (https://github.com/joshkunz/ashuffle).
To be clear, because I've been searching years for this, the main differences are that you are using a shuffled playlist rather than an ordered playlist that is sometimes on shuffle mode, you have to move away from the playlist view to find the album to queue, if you have a shuffled playlist of all files available then you are duplicating files into that playlist to get an ordered selection at the end of the playlist (though you do say you have consume mode on which is a further step away in difference), and you will have to reset the playlist from scratch to get back to a state of having one copy of all files in the playlist.
(I am now wondering how to add files to the top of the playlist (rather than the bottom) in ncmpcpp though :)
Press a on selection, choose "Current playlist" and "At the beginning of playlist".