Thanks for the reply, though it was not what I'd hoped for.
I don't think I have what you're asking about. I've opened the master document, expanded all subdocuments, and looked in outline view with Show/Hide all Characters switched on. All I see is the last word in one document, the section break, then the heading of the next.
Assuming that I can't add a document in this way, is there another way to add it in there? Or can I add it in anywhere, and have Word automatically place it alphabetically anyway?
Otherwise, I'll be back to rebuilding from scratch again.