First I would composite each shot in its own composition. Give the shots a few extra frames on the head and tail (they are called handles). Then edit the shots together in a NLE.
There are many ways to clean up a key. My suggestion is to type Keylight in the search help field at the top right corner of AE and work through a few of recommendations you find.
Seem like your footage is critical. Normaly the difference between clip black and clip white should be max 75. There are a lot of artefacts in the footage. Sometimes it helps to denoise the footage first.
Better play with screen balance and screen gain instead of clip black and clip white. This will hopefully improve your edges.
See this tutorial, for example:
For the transition between the different shots: As Rick said, I would key each one separately. If you don't get a setting that yields a good edge everywhere, I would try to key the hair and the body in two separate keys (by isolating each of them roughly with a manually animated mask and applying Keylight to each of them).