Yes, but only in PlayStation 4, no one has been able to pull it off in Xbox so far. To savewarp in PS4 instead of holding F5/F6/F7 or the button you binded to swap to another character, you have to hold the D-Pad and then move your right stick to the left/right/upwards to switch to Franklin/Trevor/Michael. Post when savewarping in console was first discovered: https://twitter.com/commanderdick/status/1142599041743822848
Update to my post above. Today @KingBossBob was able to do the savewarp in Xbox One, he used the same method I mentioned above for PS4. I also forgot to mention in my last post that savewarping on console takes longer than PC due to worse hardware, so the route where you savewarp after Daddy's little girl isn't probably worth it on console, instead, you should do the Classic% route where you kill yourself after DLG. The SW after Complications, even though it doesn't save as much time as PC, is worth it.
so as the dude that akja mentioned, here’s the way you do it (basically same as pc with some slight changes obviously)
if you hold d-pad down later on in the loading screen (usually the 3rd picture and it ends up finishing on the 4th pic), then about 1 second later you switch characters then hold down both until it loads then you need to let both of them go at exactly the same time when it loads (basically same as pc)
