Follow this Oxford dictionary link for help with cohesion and structure: https://www.lexico.com/grammar/writing-help/building-a-piece-of-writing
However is an adverb and is used to link (contrast) two separate sentences. It usually goes at the beginning and
Despite is a preposition. Therefore it is followed by a noun or a gerund. It is a connector that is
Although is a conjunction, so you use it to connect two clauses. e.g. Although it was raining, we went out.