As JSWolf says *& Davidfor says, put it all in one file (Word or LO Writer) and a final Save As DocX for LO Writer odt, or use docx for Word.
You can even use Level 1 for books and Level 2 for chapters for an anthology.
Put page break before in the heading styles.
It also helps to put an anchor at the start of each book/chapter / heading and make a TOC/Index with no page numbers. I put two or three letter code for book and ch1, ch2 etc all without spaces or punctuation and lower case.
Copy paste the WP inserted Index to a text file, delete in WP doc, paste back the plain text and pick a contents style. Then make each line into a link with name #<anchor-name>, don't need to look them up if you used the suggested code.
Then Calibre will automatically put each chapter in a file and generate a system NCX/TOC with book titles and the chapters then indented. Avoid more than two levels. Make any other headings be text level in the style edit.
Make an epub2 first and then only make old mobi, azw3 (really KF8), dual mobi or kepup, lrf , pdb etc from the epub.
If publishing, only upload the epub to Amazon KDP and Google. Dual Mobi and ePub for Smashwords.
Amazon does their own conversion from epub for all the kindle formats.
If sending to your own Kindle, then USB is best (old or azw3 depending on model), otherwise send an epub renamed as jpg for Email to Your Kindle and Amazon converts it.