since I have thousands of chunks, the data, once combined, does not look smooth and might have artifacts
Consider: if you process your signal as two non-overlapping chunks, then the information returned from the first chunk cannot contain any information related to the second chunk, and the information related to the second chunk cannot contain any information related to the first chunk. Putting the two parts together results in a discontinuity at the chunk boundary.
There are some filtering routines that are able to return a state vector, and that can accept a state vector on input. Such filtering routines are adapted to be able to handle chunks smoothly. Unfortunately, cwt() does not appear to be one of those routines.
The usual work-around to reduce the effects of the discontinuities, is to use overlapping windows onto the signal. Sometimes the overlap is 50%; other times it is considerably smaller (for example, 64 samples.)
