fb: I'm not sure I fully understand the question. On several occasions I have filed a PCT (not direct Paris in EPO) claiming the benefit of the filing date of several US provisional applications. I didn't encounter a problem at the EPO regional stage. But some jurisdictions, Poland comes to mind, required that I assign individual priority dates to individual claims. That was a headache.
NJP - what you mention is the only thing that comes to mind given fb's OP and follow-on post.
Note Japan, Russia generally require this also. I inherited one where the PCT filing had 50+ claims and was an amalgamation of TEN serially filed provisionals, all fairly different from one another. Luckily the original drafter was still around and willing to help me sort the mess, to the extent we could. (Some claims we had to point to Prov-1 for element-A, Prov-2 for element-B, etc.)
I've also found that in the EPO, if the question comes up the examiner will most often of his/her own accord review multiple priority documents and assign available prior art dates to claimed subject matter. But I have also rarely been requested by EPO examiners to provide such info myself.