Is Maa Kali, Devi Durga ,Maa Parvati, Maa Jagadhatri all are same?
Let's answer this question keeping the refrence point as "Consort of Lord Shiva".
If it be known that they all are consort of Lord Shiva, then it is known they all are same, as Adi-Shakti herself is the consort of Lord Shiva.
Yajurveda Taittariya Aranyaka 10.21.1
अम्बिकापतये उमापतये पशुपतये नमो नम: Salutations to Him who is Lord of Ambika, who is Lord of Uma who is the Lord of creatures ie. Pasupati.
So, from above it is clear that consort of Lord Shiva are Ambika and Uma. Ambika is also known as mother of world. Uma is also known as Parvati / Sati.
So, from above it is clear that Uma, Parvati, Ambika, Sati are the same Godesses.
Now, Lets come on the name Durga. In Devi Mahatmyam itself Durga is prayed as "Salutations to her who is consort of Shiva.... "
Mahabharata Bhishma Parva consists of section where Arjuna worships Godesses Durga:
Thou art the science of Brahma among sciences, and thou that art that sleep of creatures from which there is no waking. O mother of Skanda, O thou that possessest the six (highest) attributes, O Durga, O thou that dwellest in accessible regions, thou art described as Swaha, and Swadha, as Kala, as Kashta, and as Saraswati, as Savitra the mother of the Vedas, and as the science of Vedanta. With inner soul cleansed, I praise thee. O great goddess, let victory always attend me through thy grace on the field of battle. [Bhishma Parva: Section XXIII]
As it clearly says Durga as Mother of Skanda. So, she is same as Parvati.
It becomes more clear in Virata Parva section of Mahabharata:
O, Kali, O Kali, thou art the great Kali, ever fond of wine and meat and animal sacrifice. Capable of going everywhere at will, and bestowing boons on thy devotees, thou art ever followed in thy journeys by Brahma and the other gods. By them that call upon thee for the relief of their burdens, and by them also that bow to thee at daybreak on Earth, there is nothing that cannot be attained in respect either of offspring or wealth. And because thou rescuest people from difficulties whether when they are afflicted in the wilderness or sinking in the great ocean, it is for this that thou art called Durga by all. [Virata Parva: Section VI]
Thus from above it is clear the one who is Kali is the same who is Durga and she is the same Parvati/ Uma/ Ambika. Jagatdhatri is simply another name of Ambika.
As they are same it is common that one form may quickly manifest from her another form. For eg. Devi Mahatmya of Markandeya Purana describes Ambika manifesting from Parvati:
The Rishi said, when the deities applauded Parvati, O prince! she went to perform ablution in the water of Janhavi. She asked them, "Whom did you greet there." The resplendent Siva emanated from her body, and spoke thus to her. "They recited my praises, because they were expelled by the giant Sumbha, all the deities retreated before Nisumbha in the war." From the body of Parvati, Ambika issued, and was denominated Kouciki throughout the universe. When she had emanated from Parvati, (who turned black), she was called Kouciki and resorted about Himachala. Her transcendent form beautiful, and creating admiration was seen by Chanda and Munda, who were attendants of Sumbha and Nisumbha. [Markandeya Purana chapter 85]
Then why different names? It's because each name emphasize different attributes of Supreme Godesses.
Ambika denotes her attribute who is mother of all. Kali denotes the aspect of annhilation and time. Durga represents her attribute of invincibility. Uma represents the aspect of Brahma Vidya, Parvati represent the aspect of purity and so on....