As I see it, its not an issue if you split one bigger research project into several papers provided that all have meaningful / valuable content (and could be conceptually divided). However, as I understand, you have like 5 self-reporting scales on a number of students which u want to correlate thus I would intuitively feel that this is almost surely not going to be a "fundamental" research even if u put everything into one paper (but this might be only my prejudice towards this kind of surveys). Anyway, given your data (~5 scales), you can do correlations / regression models or maybe some kind of classification (e.g. classify coping strategies using DASS scales as predictors). Its really hard to advice you a statistical means since you was not very specific about the precise hypotheses. But generally, I would recommend you to look for the very basic statistical concepts: correlation and regression.

Best regards, good luck,

M.