Thought I had posted on this thread, apparently not.
I have very recent experience of an all through school with my family and I enjoyed my time at one as well. Attended from the age of 3.
It is good the schools you are considering have a change at senior. This is important, in my opinion.
Basically, progressing the school will be not very different than if you attended, say, the local schools in a small town. That is to say, some children will leave, some children will arrive, and several kids will be familiar "life-timers" who stick through the whole way.
I do think its important to, even if you become very attached to your child's school, be ready to move them on if the environment is not longer suitable.
In my school, a lot of girls left to go boarding between 11-15, and we had big influxes at 8, 11, 13, 15 and 16. There are always new faces.
Interesting point by Farewelltoarms, not something I really considered. It wasn't a big deal at my school, children had plenty of opportunity to change and grow, especially as children progressed through the school and discovered new passions. Having said that children were branded "smart" even if they lost that edge ( when their tutors retired ) so that was one way girls could have been branded. On the other hand, no one was really branded as "stupid" mainly because there was always something they could beat you at.
The school I attended was small, Christian, all girls, 3-18 and I loved it. However, you do have to be wary of how insular that environment is and also how soul shredding bullying could be in that situation (not something I encountered but just imagine being with a bully for 15 years).
Also, make sure the school matches with your family ethos. 7 or more hours a day at that place for 13-15 years and you better believe you kids will come out with the school motto stuck in their head and the values ground into them, so if they don't match with your values, it is cause for concern!
Anyway, good luck with the school hunt.