Yes, keeping the sections in the other sources will definitely put those sections in the generated document, and a section is defined as the content between it and the previous section, per the spec.
If you really need to control the very specific properties of each section, then run DocumentBuilder in a loop – add a document – and then tweak the last section in the document, add the next document, and then tweak the last section, and repeat until you have added all of your documents. By tweaking the last w:sectPr in the document, you write a bit of code to go in and make the necessary changes to the property, and save the document.
It is still going to be very fast – what kind of volumes do you anticipate? It runs in the hundreds of documents per second, if I recall correctly.
If you review the screen-cast on sections, headers, and footers, you will recall that the last section props is the last child element of the w:body element, so it is easy to get to the last section.