The following code was put together for someone who wanted to compile a
document by taking alternate pages from separate files.  If you were to
execute two separate mail merges to individual documents, One for records 1
to 500 and the other for records 501 to 1000, you could use this code to
then combine them into one document where the pages would be in the order 1,
501, 2, 502, etc. unless, the page breaks move around.

If you then print two pages to a sheet, you may get what you are after.

   Dim sourcea As Document, sourceb As Document, target As Document, Pages
As Integer, Counter As Integer, targetrange As Range 'targetrange added

   Dim evenpage As Range

   Set sourcea = Documents.Open(FileName:="...")

   sourcea.Repaginate

   Pages = ActiveDocument.BuiltInDocumentProperties(wdPropertyPages)

   MsgBox Pages

   Set sourceb = Documents.Open(FileName:="...")

   Set target = Documents.Add

   target.PageSetup.LeftMargin = sourcea.PageSetup.LeftMargin

   target.PageSetup.RightMargin = sourcea.PageSetup.RightMargin

   target.PageSetup.TopMargin = sourcea.PageSetup.TopMargin

   target.PageSetup.BottomMargin = sourcea.PageSetup.BottomMargin

   target.AcceptAllRevisions

   Counter = 0

   While Counter < Pages

       sourcea.Activate

       ActiveDocument.Bookmarks("\page").Range.Copy

       Set targetrange = target.Range

       targetrange.Start = targetrange.End

       targetrange.Paste

       ActiveDocument.Bookmarks("\page").Range.Cut

       sourceb.Activate 'Assumed to be the document containing the even
pages

       Selection.EndKey Unit:=wdStory 'Line of code added to start from the
end of the document

       ActiveDocument.Bookmarks("\page").Range.Copy

       Set targetrange = target.Range

       targetrange.Start = targetrange.End

       targetrange.Paste

       targetrange.Start = targetrange.End

       targetrange.InsertBreak Type:=wdPageBreak

       Set evenpage = ActiveDocument.Bookmarks("\page").Range

       evenpage.Start = evenpage.Start - 1

       evenpage.Delete

       Counter = Counter + 1

   Wend

   sourcea.Close wdDoNotSaveChanges

   sourceb.Close wdDoNotSaveChanges