Why not write a full report as one big Org file?
In any case, if you prefer to have several smaller files, I would advise you to "include" them in one main Org file, like this:
* Chapter 1 #+INCLUDE: "chapter1.org" * Chapter 2 #+INCLUDE: "chapter2.org"
This way, Org sees only one file (then, I think, your problem just disappears), while you edit them as you wish.
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