import arcpy
import os
mainLoc = r"c:\testing"
outputLoc = r"c:\finalLocation\Output.gdb" #Note: ouput location should be outside the "testing" folder or additional runs will include any previously generated output
FCList = []
for dir in os.listdir(mainLoc):
arcpy.env.workspace = dir
FCsubList = arcpy.ListFeatureClasses("*_CadastralPolygons.shp", "Polygon")
FCList.append(FCsubList)
arcpy.Merge_management(FCList, outputLoc)