One option is to use the pulse width trigger in the advanced triggers of PicoScope 6 this should trigger the scope on a particular frequency in the sweep (such as trigger when pulse is less than x). This should then trigger the capture when the sweep starts at the lowest frequency. Worth a try. There might be other trigger modes you could use or alternatively a mask dropout trigger.
Otherwise you will have to write your own code to setup the scope and AWG and then use software triggers to first trigger the AWG and then the scope. A lot more work but possible.
Advanced trigger types enable you to capture a stable waveform even with complex signals. Oscilloscopes that are capable of advanced triggering are ideal for troubleshooting glitches, timing violations, overvoltages and dropouts in analogue and digital circuits.
In this guide to advanced triggering we will review basic edge-triggering and its limitations, and then we will explore the possibilities that advanced triggering offers. Finally we will explain in detail how to set up advanced triggers in PicoScope 6.http://www.picotech.com/education/oscilloscopes/advanced-triggering.html
If you require further assistance please don't hesitate to contact me @ email@example.com