Very pretty and interesting pattern. You can cut the yarn leaving about a 6 inch tail when you finish the sleeve. When you finish the main body front, leave the ball of yarn attached. Do the Main body back and slip that onto the correct position on the circular needle and cut the yarn leaving a tail to weave in later. The 3 pieces will be oriented so that you have the back, sleeve, and then front on the left hand needle of the circular with the working yarn coming off the front and the public side of the knitting facing you. Pick up the working yarn strand coming off the front part of the sweater. That's where you start knitting for the sweater and then the left shoulder shaping.
As far as the sleeve sts that are now sitting on the circ, they're fine, just turn them so that the RS is facing you. You don't care where the working yarn tail is because you're going to cut it anyway.