This is not available in BPs. But you can dynamically add any number of spline components and set their points. As you iterate through data, and you know you’re done with a shape, close the spline.
Then add a new spline component and carry on with another set of points.
But again, splines need to be visualised at some point using Spline Mesh Components. So another option is to keep it as is, and skip adding an SMC where it’s not needed - the connecting length. But this is more convoluted and would require adjusting tangents in some way.