That meaning of "C'mon" is shown at this link:
Collins "come on" (3)
"You say 'Come on' to someone when you think that what they are saying is silly or unreasonable."
[In this case, it refers to what they are doing].
A "segue" is this usage
Merriam-Webster "segue" (noun)
"a transition made without pause or interruption"
The usage of "though" is ...
"C'mon" is "Come on" (not Come one). It's a fairly common casual part of speech, which means something like "Listen, and understand me" (I suppose it derives from "Come on towards my position"). A segue in a film is where the action moves from one scene to another without interruption. Its can be used when there is an abrupt change in topic. By saying "...