Hi,
There is basically three parts to do that:
1. You need to add some javascript to the current infinite scroll to update the URL and potentially the browser history.
2. You need to add some more javascript to the current infinite scroll so that when you arrive on a products listing with that "page" parameter you load the products of the page and scroll down to it.
3. The biggest problem with point 2 is if you arrive on a products listing with a page number like 10 for example. You can have it load the products of page 10 and scroll to it but then what if the customer scrolls back up ? You have to load also all the 8 previous pages of products OR you need to put a system to handle the scroll up and insert the products "in between". The current system isn't really made to handle the "inbetween" insert. And loading 9 pages of products before scrolling down to the place where the customer was will potentially take a lot of time, especially on mobile where you don't have as much download speed as you would have on a computer. So to do that well, it might require some extensive changes to the current infinite scroll system.
Anyways, to do all these, you'll mainly want to edit the code in the listing_div view file of the product view where the whole infinite scroll system is handled.
We do want to work on these points in the future, but didn't get round to it yet.