I'm a bit late to the party, but...
As someone already pointed out, using multiple sprites and changing their visibility is one way to do it.
Tried that myself but found a method that works better for me:
Animated sprite -> Animation Frames -> Add Frames from a Sprite Sheet
Then just select your sprite sheet and change the h and v frames until it all lines up.
I also highly recommend using the "Animated Sprite to Animation Player converter" plugin by poocom1.
Obviously, make a new animation for each sheet.
Saves a lot of time since you don't need to key each frame with this.