I would not want to do it that way. I'd always split up logically if at
all: Filesize these days should not be an issue, and if it was, don't
embedd the screenshots or other grafx/objects (only link them).

If you must split, then don't bother about the numbering but compile a
central document for printing (inserting all chapters via
INCLUDETEXT-fields). That way, the numbering will be correct in this
central document.

If you need to have "live" numbering in the smaller documents, there are
a couple of ways to get there. The most elegant probably to insert a
LISTNUM field at the top of these documents that points to the
listtemplate of the outline numbering scheme used in your headings. This
field sets the numbering to the desired state.

In your scenario, at the top of your second document, the relevant field
would have to look like this:

{ LISTNUM MyHeadingNumbering \l 2 \s 3 }

The field itself will show 1.3 (and it can be formatted as white or hidden.

Greetinx
Robert