[samibe]

Mobilesheets has several ways you could do that.

If the songs and script go together, you can add all of the PDFs to the same 'song ' in mobilesheets and adjust the page numbers so that everything is in order.

If the songs might be used independent of the script, make individual 'songs' in mobilesheets for the script and each of the songs. Then add them to a setlist. You could then add smart buttons in the script to jump to the correct songs and add smart buttons in the songs to jump back to the script.
Alternatively, you could make a 'song' for each part of the script that occurs between songs and add those to a setlist between the songs. Then paging through the setlist would be about the same as splicing the PDF, as you have been doing (except that you can see the songs and script segments in the setlist view).

With as much jumping around as rehearsals tend to have, I'd probably go with the smart button option. Also, if you rehearse only the songs, then you have the option to jump song to song from the setlist view without needing to find the button in the script.