Hi. I wonder how far are you into writing? If not so much, I would highly recommend to learn LATEX and rewrite the sections you did in Word. LATEX can also makes you crazy but Word will definitely drive you crazy. In LATEX, adding and removing figures "almost" does not affect the previous and next section. In Word, you know.
If you are going to use Word anyway, of course the best is to write the appendices in Word text. If not, paste as picture is not too bad. I would also agree with you to combine them to minimise the risk of shifting in the documents.