Word needs a way to know what it is you want consolidated. Bookmarks are one way. A special style is another. Some of your data has bookmarks, but not all. Some has labels, but not all.

Off hand, for me, it would probably be simplest to copy and paste from the Word documents one at a time.

If each of your documents has identical layout, with your data in exactly the same place, it should be possible to automate, but, for me, it would be a challenge.

Once I was done with the manual conversion, I would probably design a data entry form of some sort in Word (or Access) and use that in the future.