John has given you good advice. It may work better to put a section break before inserting another chapter.
If at all possible, you want the separate documents to be based on the same template and use the same styles. You will get the best results.
Look at: Boiler - Insert a selection of documents by Graham Mayor, MVP.
You may want to also look at The Lonely Pilcrow: Microsoft Word Tips for Writers by Word MVP Suzanne Barnhill. This is old but has valuable information.
IF combining the content into one document is too hard because of formatting discrepancies, consider getting it all ready as separate pieces and saving as pdf files. Then combine those files.
See also: Using RD and Other Fields to Construct Multi-File Documents in Word