Etymology
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segue (n.)

1740, an instruction in musical scores, from Italian segue, "now follows," a direction to play into the following movement without a break; third person singular of seguire "to follow," from Latin sequi "to follow" (from PIE root *sekw- (1) "to follow").

The extended noun sense of "transition without a break" is from 1937; the verb in this sense is recorded by 1958.

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Definitions of segue
1
segue (v.)
proceed without interruption; in music or talk;
He segued into another discourse
2
segue (n.)
the act of changing smoothly from one state or situation to another;
From wordnet.princeton.edu