"using only Word"
The only facilities that Word provides are the ability to change the "master" Sources list temporarily (it reverts to the standard one when you next restart Word), the ability to copy individual sources between the current master list and the current document's list, and the ability to do those things in VBA.
"Master" sources lists are XML files whose content needs to conform with word's expectations.
So you can in effect keep lists either in those XML files, or in Word documents you maintain purely for the purpose of keeping bibliographic lists, then use the "Source Manager" dialog to copy between any given XML list and the current active document in Word.
But that is all. Further, once you have changed to a new master list in source manager, you need to remember to revert to the original master list before adding any new entries, and that requires you either to know where that list is, or to restart Word.