We study single, double and higher-order nonlinear Compton scattering where an electron interacts nonlinearly with a high-intensity laser and emits one, two or more photons. We study, in particular, how double Compton scattering is separated into one-step and two-step parts, where the latter is obtained from an incoherent product of two single-photon emissions. We include all contributions to double Compton scattering and show that the exchange term, which was not calculated in previous constant-crossed field studies, is in general on the same order of magnitude as the other one-step terms. Our approach reveals practically useful similarities between double Compton scattering and the trident process, which allows us to transfer some of our previous results for trident to double Compton scattering. We provide a new gluing approach for obtaining the dominant contribution to higher-order Compton scattering for long laser pulses. Unlike the standard gluing approach, our new approach does not require the intensity parameter $a_0$ to be much larger than one. For `hard photons we obtain several saddle-point approximations for various field shapes.