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Edit - just re-read your second post and I think that my answer is what you are already doing (you are going to the end by pressing the "End" key on the keyboard aren't you). I don't see a way to avoid having to go to the end several times if you're way of working creates multiple empty spaces on the timeline/s .
Second thought - Assuming you are using the "End" key, then that will take you to the end of the last 'orphan'. You can now hold down your left mouse buton and drag backwards across the timeline to where you want to finish and everything in that region will be selected. Just one delete will then get rid of everything.
Third try - I've misunderstood haven't I . You are talking about removing gaps in the timeline and want to remove all of them in one go. It's a question that has come up in the past but I don't know of a way to do it. However, I wonder why those gaps are appearing in the first place. I'd suggest that you check your preferences and make sur that in the "Editing" section you have got "Enable snap to clips in timeline" ticked.
Thanks for taking the time to respond! About your first thought: At my current level of expertise... I place the vertical marker and line to be very near to the end of the last segment and it usually snaps to the "end" (yes, "Enable snap to clips in timeline" is checked).
About your second thought: I have not been using the End key. Thanks for the tip! However I have been checking for problems by placing the vertical line
past the end of the last desired segment. When doing that, it wasn't clear that the undesired frames had been selected. However pressing the Delete key does delete them and snaps the vertical line back to the end of the desired segment.
I suspect that some of my unwanted gaps/frames are because of occasionally using CTRL+C and CTRL+V to cut and paste, then not paying enough attention to placement of the vertical line (I should expand the timeline when I do that, for more granualarity of view). It's also possible that I am misinterpreting the effect of some of the "insert" options in different editing contexts.