Whenever Africa is discussed in texts, rarely are the regions ever talked about in an interconnected sense. North Africa is almost always seen as some isolate from the rest of Africa, the Horn of Africa is only seen having relations with the middle-east, West Africa (what most people end up talking about when they try to cover "All of Africa") beyond Islam is also isolate, the rest of East Africa is neglected beyond some Indian Ocean shenanigans, and Central and South Africa are by far the most isolated.
What I would really like to understand is the connections between these many regions, especially central and the rest of East Africa. I know that Africa is vast and diverse, but I find it hard to believe that these different regions had no note-worthy contact whatsoever!
This is an enormous question, so I won't be able to answer comprehensively. However, historians of Africa certainly recognize the importance of interregional contact of many sorts in the premodern era. For the central/East Africa case, the most obvious example would be the caravan trade, which connected the East African coast to the interior at least as far as modern-day Uganda and Eastern Congo during the 18th and 19th centuries. During the era of the slave trade, and perhaps before, a similar trading network connected modern-day central DRC and Angola to the west-central coast. Meanwhile, even in areas without parallel long-distance trading networks, there is substantial evidence for the mobility of goods (and presumably people) through interconnected sets of shorter trading routes. The array of objects found at Great Zimbabwe provide a classic example; they include artifacts that appear to have been produced in a wide range of African sites, as far away as coastal West Africa, as well as artifacts from China.
There are also important longer-term patterns of migration, the most famous of which is usually termed the Bantu Expansion.