If you don’t mind editing a bit your subdocuments and master document, this can be achieved.
See variant below.
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In master document
Define one page style (or page style family) per subdocument. This is necessary because you need a different header per subdocument. Activate heading. Transition from one part to the next is achieved with a real paragraph (not included from a subdocument) with a “page break before” switching to the page style (or first page style of the family) for this part.
Note that this empty transition paragraph can be made nearly invisible with font size equal to 2pt and no spacing above and below.
Type fixed text for the header in the header area like "pages ". Then Insert
>Cross-Reference
, Type Bookmarks, Selection xxxStart, Insert
. Type dash and do the same for xxxEnd.
This must be done for every included subdocument.
I assumed you know how to set headers, create page styles and include subdocuments. If you need help about bookmarks, come back here for more explanation (use edit your question or comment, not answer).
EDIT 2018-6-1 with variant on bookmarks
Considering your remark about collaborative work, it is effectively much better to use a single document template with several independent authors.
In this situation, do not insert the bookmarks in the template. As a consequence, the included documents will not contain bookmarks.
Insert the bookmarks in the master document as dummy text (to be defined at your convenience as “small” text, hidden paragraph or any “invisible” formatting) around the locations where documents are included.
The paragraph with the xxxStart bookmark is flagged with a page break to a dedicated page style so that you can define the required header. From a quick experiment, formatting this paragraph as Hidden does not deactivate the page break effect. This means that if you have no specific “non-author” text to insert (such as an introduction), this formatting can be used to hide the inter-document technical data.
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