As you know, built-in functions Cinema 4D does not allow to connect a segments of a single spline. But now you can do it with this a little but very useful plug-in! Pretty fast, pretty easy!
Start with any un-joined splines.
Select two points and use the “Get” button to automatically set the correct distance tolerance. Parameter can be adjusted with minimum and maximum value to find points more accurate. Increase value little bit, if current tolerance is not enough.