If you have multiple documents/features I think you will need to place them inside a single document (which you'll need to create from scratch). So, your structure of the final file should be something like:
<!-- Merge the other documents/features here -->
You've not mentioned if the other kml data has styles or not. If it does then what you could do is use the
to inline the style of the element for you, which will also clone it. Also, you said that you're dealing with kmz files, you may also need to copy across any resources (such as images) that are used by the features.
Hope that makes sense and sets you off in the right direction, let me know if there are any problems.