What are you using for your LLM execution? If you're using something like LlamaIndex it can work with multiple documents surprisingly well especially in markdown.
For example, here's a script that I explored with Scrapfly. It scrapes multiple pages as markdown and then loads them all into an index you can query (with openAI in this case):
import os
from llama_index.core import VectorStoreIndex
from llama_index.llms.openai import OpenAI
from llama_index.readers.web import ScrapflyReader