This is the same in English between "sleeping" and "bag". The pronunciation of "ing ba" in "sleeping bag" is exactly the same as the pronunciation of "ingba" in "dingbat".
In German, just the same: there is not generally a pause between words written separately: there's no gap that you can find on a spectrogram of a recording of someone saying, say, "brauner Sack" between the two words.
I think people are surprised to hear this, so one explanation for what you wrote is that you genuinely believe in speech there is generally a tiny pause between words, that you don't find within words. It's difficult to find a good citation for this because it's a fairly basic fact in linguistics, in spite of how surprising it may be; the best I came up with was this Duolingo post
But you may already be aware of that and be getting at something else: in German, "Schlafsack" is a word that will be understood by anyone if you say it in the normal way. To get someone to understand that you're saying the two words "Schlaf Sack" next to one another without understanding "Schlafsack", you need to do something to make it clear, otherwise they'll understand the normal word. And one way to do that would be to insert a tiny gap. This is different though: in English if you wanted someone to understand "sleeping bag" not as the thing you use while camping but, perhaps, an anthropomorphic bag that is having a nap, you need to employ something similar. So this is not a difference between the languages.