This is a big stumbling block for people and an inherent issue to using coins since they are lumpy. IMHO Unless you take the time to flatten the coins you will almost always get what looks like cold shuts. They do not seem to go away with any amount of work. They only disappear when you overfire and melt metal so the oxides stuck in there can dissolve, which will blur your lines or completely combine all the metals into one color.
You can remove the lumps by hammering the coins flat or sanding them down before welding. I would not recommend sanding Nickel alloys in your shop more than you need to as you can develop allergies. a rolling mill is nice to use if you are going to keep using coins.
I recommend using flat new sheet metal. Your time into Mokume is WAY more of an investment than the extra cost of the metals.
I would also recommend using something other than paper in you Jig as it burns out and reduces the pressure you put on the stack. I hear liquid paper works. I usually just make sure I have a nice layer of scale on the steel and be sure to not melt the metal. jewelers have Yellow Ochre "anti flux" that works and the welding shop will have products to stop welds as well, I forget the name right now.
Here is a billet I did from copper and cartridge brass sheet. and the item I made from it.
And finally. Don't get frustrated, this takes some practice to do right. Get a routine of what you know works and stick with it!
don't bother with flux, it won't help. just keep the hot air off of any surface you want to weld.