As Frimmel said, you do the Attack Air Units step for each zone in which air units are eligible to be attacked. Then you do the Attack Sea Units step in each sea zone in which sea units are eligible to be attacked. Ditto with land units. Each eligible zone does one combat round in each step. At that point combat is over, and you move on the the next phase. You don’t repeat the combat cycle again - you only go through it once on each turn. A turn can end with opposing forces still occupying the same zone.
As long as opposing forces continue to occupy the zone, the battle will continue on subsequent turns, one round per turn. Unlike D-Day, forces are not locked in combat. They can leave the zone any time they are eligible to move.