Richard,
EGCC seems to be an airport where procedures don’t link, like most US airports - the STARs do not end where approaches start. Expect to be vectored by ATC. This is why you see dashed lines.
Try some other European (non-UK) airports and the procedures usually link without vectors/dotted lines.
As for the import to MSFS, did you export a PLN file from charts and then import into MSFS world map?
As a general word of caution, the default flight planner in MSFS is not to be trusted, it doesn’t represent procedures correctly. See this note about the known limitation: STAR-Approach limitation (truncate waypoints, odd flightpaths, pseudo waypoints)
Please use the Working Title mods as they are not using the default faulty flight planner but a custom built one.
Regards,
Stephen