Well, yes - this is precisely what I tried. To no avail. I don't get that double grey border - nothing. I just end up with 2 documents 2 total pages. It always worked with the old set-up but not this one. Interestingly if I take one of the thumbnails and transfer it to an already TWO page pdf it works. I get the little green + sign and I end up with a three page document just like you'd expect. But with two single documents it doesn't work. I'm going to experiment again later today with a couple of new files just in case for some reason the other ones are corrupted. Fortunately I remembered my old trick from long ago which is to drop the thumbnails where I expected (you get 2 documents 2 total pages) and then used the print command and choose Save as pdf. This actually saves what you want as a single pdf file. But it is a ridiculously long-winded way of doing it.
I'll keep trying.
Thanks for the suggestions though - at least you're trying!