Why would a cover page have content that messes with the client's automatic numbering? Moreover, I can't see how adding a cover page would affect the formatting elsewhere in the document. Perhaps you can explain what exactly you are doing. In any event, why are you adding their document as an Annex rather than adding your cover page to their document?
That aside, you might try inserting the client's document as a link, via an INCLUDETEXT field with the \! switch. See:
Field codes: IncludeText field - Office Support