Is it necessary to follow one madhab in all its rulings?

As Salamu Alaykum  What are the proofs of confinement in 1 madhhab from Quran and Sunnah, Qawl of Sahaba? Knowing that all 4 Madhaahib are correct, hypothetically, in 1 particular issue, why is it necessary to adhere into a specific madhhab and not the other. Also knowing the fact that, from the 4 Imams, only 1 is correct and only Allah Taala knows who is right, so in reality I will follow someone who is making Ijtehaad. Imam Malik even prevented the people to spread his book and let them be on their own, and everyone remains on their madhhab. Showing that at that time their were numerous Madhaahib, and no confinement. So if an Imam of the 4 says that… Why cant I make Amal on all the Madhaahib? Difference between them and me, is that they believe that they are right with the opposition being wrong, where as I believe that of the 4 are right to practice on because they are all based on Quran and Sunnah and I am not a mujtahid. Example, a person walking to the masjid, gets a scratch and bleeds, but wants to catch takbeerul Ola and leaves wudhu… thereafter for next Salah he is late for Salah again, and right before leaving home, his wife touches him and he leaves wudhu to catch Salah. This person is a regular on Takbeerul Ola. For this person who is making Amal on the Shaafi and Hanafi madhhab, his reasoning is that both are correct and Allah Taala and his Prophet had giving us this ease الدين يسر ، يسروا و لا تعسروا. And when giving the objection that you are following your desires, he says that firstly it is not always picking the easy scenario only at specific times, and second, there is no authentic text (Quran and Hadith) prohibiting it. When coming to the Ayah of اهل الذكر and اولوا الامر , he says that both Imams have those qualities, so I choose between them. If one were to say that in the nahwi perspective, one must follow only 1 individual, then I wouldnt be able to ask more than one Alim questions also. And in each Madhaahib, there are few individuals in which the madhhab was based on, example: Hanafi madhhab has Imam Abu Hanifah, Imam Abu Yusuf and Imam Muhammad and in the Shaafi madhhab there are Imam Shaafi, Imam Raafie and Imam Nawawi and so on so forth. So can’t I gather them all in one group and look at the bigger picture. JazakAllah Sent from my Samsung Galaxy smartphone.