Thanks for your answer.
However, I still need to use it since I wrote my big files in order to use master document from the beginning. I made saves of them and I only use copies of them in a separate folder with the master document, for page, table, figure, equation numbering. I'm a good word practitionner, I also have programming skills, but I never programmed in word VBA so I don't want to take the risk. I choose to use master document while knowing it's risky, because I saved my work and I don't want to edit subdocuments from within the master one except when there is no choice (correct for stupid auto-formatting etc).
The links you provided to me drove me to a more direct answer to my concerns:
http://techwhirl-1.wpengine.netdna-c...masterdocs.pdf
Meanwhile I found a quicker fix for the specific problem mentioned in this topic, see the screen capture:
This is not an ideal solution (first, it takes around 30 seconds to display all documents, and second, why would I need to display them in order to add a link? It is nonsensical). But it's better than re-building the entire master document.
So I'im still open to better solutions.