You are not submitting tax returns for these companies, but for yourself. Your self employment trade (business) is 'mystery shopping', something that you are paid by 5 companies to do. You have one trade (self employment) and that trade is mystery shopping. You have 5 clients within that trade, who pay you to mystery shop. For this reason, only one set of account are required for you trade as a mystery shopper. All 5 client's payment and all your expenses incurred with all 5 clients, are contained in that set of accounts. It is your set of accounts that are shown on the self employment section.
You do not mention what the other 8 or 9 clients pay you to do. If they all pay you to do the same work, then you have 1 trade with 8 or 9 clients. For example a sole trader, who is a plumber, take on hundreds of contracts each year. Each contract with a different individual or company. They keep one set of account for all the money coming in to and going out of the business. They report only 1 self employment on their tax return, that of a plumber.
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