There are two methods.
1. Create each worksheet as a pdf file and then use a 3rd party application to merge all pdfs. The last part can be in your code after the pdf file creation code. One uses Shell() and passes the inputs to the application. I have used pdf24 for things like that where I created a multi-tif file. Obviously, pdfs are its thing so merging pdfs with it or similar applications is easy.
2. Macro would create a scratch workbook and copy the sheet however many times needed. It would then make your changes or make change before the copy. An array of sheet names in that workbook would then merge all of those worksheets into one pdf. After job is done, the scratch workbook is closed and not saved.
I use (2) when I want to make a multi-page pdf but want a specific page/worksheet order. This is because the array of worksheet names method exports in worksheet index order rather than array element index order.
Here is method (2) without the scratch workbook.
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