No, do not copy and paste. Use INSERT, FILE to assemble the sections in the desired order. If you checked INCLUDE INDEX in UFT on the EXTERNAL SUPPORT window, Word will index all names that are index marked from UFT and page number them with the correct page number you have in your assembled/final FJ.
I thought I had sent you a write up that I had done for our user’s group titled“Creating a Report With Multi-FJ Sections With One Index At End of Report”. However, I may be dreaming or thinking of someone else, or having a senior moment. At any rate I will e-mail this to you directly. It may help.