Go to a dos prompt, change the directory to where the files are located, and the do something like:
copy /b clip1.mp4+clip2.mp4+clip3.mp4+clip4.mp4 combined.mp4
Naturally change the file names and extensions to match what you are using. Once that is done, edit with the “combined” file and there will be no gaps between like you are now seeing.
Edward Troxel