Collaborative research aimed at building local capacity is a complex, contested, time-consuming, and at the same time immensely rewarding experience. The clash of different research cultures, managerial approaches, and values involved in conducting and delivering research is inevitable. Collaborative research requires support structures on institutional, organizational, and system levels, as well as determination to reconcile differences through constant reminders of a shared vision and long-term goal. This case study traces the experiences and methodological lessons learned by the three members of a research team involved in the study of student transition from school to university in Kazakhstan. The collaborative nature of the work is reflected in the organization of the case study. After a brief introduction, all three narratives are presented consecutively followed by the overarching conclusions reflecting on the issues of boundaries, leadership, and shared vision in carrying out collaborative international projects. In their respective narratives, the authors retrace their routes into a research project, describe their responsibilities as team members and the difficulties they currently face in balancing research and work and study commitments (in case they are involved in the project part-time). As the three authors have joined the project in different capacity—a full-time employee, a PhD student, and an incoming Erasmus+ trainee—the readers will be able to learn specific aspects of the collaborative approach presented from different perspectives, and by doing so will be able to advance their own skills in working collaboratively.