Hi Greg,
All the links you have provided (some of which I have tried before and found lacking) ask that I install a third-party piece of software. I don't want to do that. I would prefer to be able to complete this task within File Explorer itself since I need to do it constantly and consistently offline.
As evidenced by the article in this link, according to a vendor of a PDF software themselves, it is possible to do the same task in Windows Explorer. This is listed as Method 2 at https://pdf.iskysoft.com/edit-pdf/merge-pdf-on-windows.html They seem to be saying that Windows is natively capable of merging PDF files into a single PDF using Print. So what should I believe?