As Josepmy said, merging parts one by one may help - almost as if putting the focus on the individual parts rather than spreading the focus to all parts.
Also, some of your parts are really close together or have very small indents (arms for example) that will be hard to keep the indentations crisp. If merging one by one doesn’t work, you can try masking and scaling indentations into the arms or something along those lines.
There was a post a little while ago that, while different, may help achieve the same affect: Objects that are close to each other merging after voxel merge
Hopefully it helps.
Meshmixer (pc) is free and easy to use. It has pretty decent Boolean options as well if you want to export. Or Blender as mentioned.