When you annotate the schematic, each of the connector sub parts should be the same Designator - say J5 - with the subpart suffix. So on one sheet you'd have J5A, then J5B on the next sheet or instance, thru to J5F. That way it uses a single footprint for J5 inthe PCB.
Now there is a funky bug that they introduced with multipart annotation but they kinda fixed it in later versions. You need to set "Legacy" in the option "Replace Sub Parts" for multipart annotation in the Annotation dialog box.
In this vid:
NOTE - you'll need to watch the video in fullscreen to read the text. If you watch it on Youtube itself it will usually go to Hi Res...
So in that vid you'll see a sample that I sent to Altium back in the early days of AD20, where it'd F'up on completing multiparts across sheets. Other users came across this and bitched too.
At first I use the "Off" option in the multipart "Replace Sub Parts". Note how it screws up. This would lead to me getting 4 footprints in the PCB where all I wanted was 2 footprints - 4 parts per footprint; thus two footprints= K1 and K2. But no I get K1 thru K4 because it screws up not combining the multiple parts into two packages/footprints.
So instead I get four footprints in the PCB.
I then use 'CNTL - Z" on each sheet to reset the designators BACK to K? to try again.
So this time, I use "On(Legacy). Then it correctly completes the subparts across sheets. When I update the PCB, I get just the two footprints - K1 and K2 - as I should.
Hope this helps...