Merge several documents into one and not lose the formatting.

I created several Word documents with the same formatting. I am trying to merge them into one document where each document is its own chapter. I would like the page numbers to reflect each chapter i.e. page 1-1, 1-2 etc. I also created headings within each document and numbered Tables and Figures. I would like the heading formats to remain the same without chapter numbers, but I would like the Table and Figures to reflect the Chapter numbers. i.e. Figure 1.1, Figure 1.2 etc.

I created the separate documents to begin as a chapter and required formatting and I thought I could merge the documents and just switch the Table and Figures to chapter numbers.

However, when I merge the documents, all the formatting on the documents that I cut and paste into the one document, the imported/pasted document's formatting gets erased.

Is there a way to merge documents and without losing the formatting? Thank you so very much for your help.

Best wishes,

Paul