All 3 clips are from different sources:
(https://tinypic.host/i/clips.02ajL)
https://tinypic.host/i/clips.02ajL
Clip nr 3 is converted from 640x480 to 854x480 in another software, but it doesn't append correctly.
(https://tinypic.host/i/02sy0)
https://tinypic.host/i/02sy0
How does the third clip need to change?
If the first two clips were compressed using the x264 encoder for H.264 with a known configuration, you can re-encode the 3rd clip with x264 and exactly the same configuration. As the frame rate of the last clip is slightly different and higher than the standard fps of the first two ("Film", 24000/1001), you might need also to add the "resample fps" video filter to enforce strictly constant 24000/1001 (approx. 23.976) fps. You goal is to make extradata and extradata size of the last video to match those of the first two perfectly. This should allow to merge all the clips in copy mode.
If you are fine with re-encoding the whole video, then select an encoder of your liking prior to trying to append the clips.