I know this post is ancient, but I’ll pose these questions to anyone else who might be trying something similar:
Do the layers all have the same geometry type? Point, line, or polygon?
Could you select all the layers in the Contents pane and drag them into a geoprocessing tool that would merge them all together in a outputted FC? I don’t know what GP tool you would use. But I guess it would need to discard all attributes except for the shape, so that the layers could be merged.
Or, a separate idea:
If you were to do it with Python, would it look something like this?
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