Select every PDF that belongs together, drop them in one go, download one file. Pages are copied across as they are: nothing is re-compressed, and the merged file weighs about what its parts weigh and loses no quality.
Order is the order they arrive. File pickers hand files over as listed: sort the folder by name before selecting; numbered filenames (01-contract, 02-appendix) make the order certain on any system. Want a different order, drop them again: each drop builds a fresh merged file.
Mixed page sizes are fine. A4 statements, US Letter contracts and phone-scanned receipts sit together in one document, each page keeping its own dimensions and rotation.
Locked files are refused loudly. A password-protected PDF stops the merge with a message asking for the password to be removed first, because a contract quietly missing its appendix is worse than an error. Remove the password and drop again.
Still holding JPG scans? Make them a PDF first with the JPG to PDF tool, then merge the results here.
The merge happens inside the page. Bank statements and contracts are never sent anywhere.