[Rey_a]

Not sure about physically insering pages into the pdf, but using different page ranges from one pdf as different songs in one setlist is possible.
Just copy the song containing the large pdf to a new song, then go to the files tab of that new song and specify the pages to be used for that song in the page order field at the bottom of the screen. They can be entered as a range (3-5) or as a page list (3,4,5). Annotations should be preserved
Then add that new song to the setlist

Good luck
Rudy