>> I see the disks are listed seperated. Not a good idea.
Sorry to say but it is to me. I really don't like the idea of merging disks into one. I used to do that with my MSX 2 disks to play them with BlueMSX but I dropped the idea to keep my collection clean and easier to use.
The whole idea of multi-floppies support in Emu Loader is so you have them all listed in the games list and are able to select all of them to play with your favorite emulator.
If you don't want to swap disks with a hot-key in WinUAE, then you'll be better off using a Hard Disk with Amiga. Emu Loader doesn't support HDDs in emulators though.