I don't know what the continued thing is about. I guess it might be some sort of page numbering? If so, that would be something extra where I would need example files.
As for (2), this will work sometimes. Failures can happen for readonly files, password protected files, not DOCX file types, SQL embedded codes, etc. Note how I gave you a way to pass the merge fullname files in an array and the merged fullname file. I added no error checks like existing paths or filenames. That is the user's responsibility in Main().
Sub Main()
Dim a, s$
a = Array("c:\t\1.docx", "c:\t\2.docx")
s = "c:\t\1_2.docx"
MergeDocxs a, s
Shell "cmd /c " & """" & s & """", vbNormalFocus
End Sub
Sub MergeDocxs(aDocx, mDocx As String)
Dim oo As Object, o As Object, i As Integer
Dim wdFormatXMLDocument As Integer, wdLine As Integer
Dim wdPageBreak As Integer, wA As Object
Application.ScreenUpdating = False
wdFormatXMLDocument = 12
wdLine = 5
wdPageBreak = 7
Set wA = CreateObject("Word.Application")
Set oo = wA.Documents.Open(aDocx(LBound(aDocx)))
For i = LBound(aDocx) + 1 To UBound(aDocx)
Set o = wA.Documents.Open(aDocx(i))
wA.Selection.WholeStory
wA.Selection.Copy
o.Close False
oo.Activate
wA.Selection.EndKey Unit:=wdLine
wA.Selection.InsertBreak Type:=wdPageBreak
wA.Selection.Paste
Next i
oo.SaveAs2 Filename:=mDocx, FileFormat:= _
wdFormatXMLDocument, LockComments:=False, Password:="", AddToRecentFiles _
:=True, WritePassword:="", ReadOnlyRecommended:=False, EmbedTrueTypeFonts _
:=False, SaveNativePictureFormat:=False, SaveFormsData:=False, _
SaveAsAOCELetter:=False, CompatibilityMode:=15
oo.Close False
Application.ScreenUpdating = True
End Sub