You could build each combined clip (DSLR video + other audio) in a sequence of its own, then export each sequence to QuickTime Movie. Then import the resulting QT Movies back into FCE to use as individual clips. This is the hard way, and is an involved process that takes time & unnecessary disk space.
Alternatively, use Nested Sequences right in FCE. This involves creating each of your combined clips (DSLR video + other audio) as an individual sequence. Then nest these individual sequences in another sequence where you will actually build your finished video.
For example, let's say you have 3 video clips + 3 corresponding audio files ... Clip1, Clip2, Clip3, Audio1, Audio2, Audio3. Create a sequence and place Clip 1 + Audio 1 into it; call it Sequence1. Do similar for Clip2 + Audio2 in a Sequence2; and Clip3 + Audio3 in a Sequence3.
Now create an additional sequence, perhaps call it Master Sequence. Place Sequence1, Sequence2 and Sequence3 in the Master Sequence. In Master Sequence you can then treat Sequence1, Sequence2 and Sequence3 just the same as if they were real clips - cut, trim, apply effects & filters, etc.
And because FCE is non-destructive, any edits applied in the Master Sequence do not modify the underlying nested sequences themselves.