When having any doubts about connections, you should run a frequency analysis first to find disconnected parts/regions.
The MESH.pmx file has missing section assignment in one region but it also shows duplicated (overlapping) parts.
Finally, regarding connections, if compounding fails (which is often the case with shells due to misalignments or other reasons: Deformation in 2 or more bodies - #10 by Matej and Contact Generations issue Shell_Solid - #16 by Matej) and you can’t merge the parts in CAD either, you should just apply tie constraints to connect the parts. But make sure you have good meshes for that and select the coarser surface as master.
Automatic tie detection is available after right-clicking on Constraints and selecting "Search Contact Pairs: but use it with caution. You may need to significantly increase the position tolerance to make it work.
MESH_mod.pmx (4.9 MB)