The wsdl files have to be named wsdl.xml
(or wsi.xml if you have WS-I compliance on) and must me located in the etc
folder of your module. So you cannot have files like wsdl1.xml, wsdl2.xml
they will not get picked up unless you rewrite the Mage_Api_Model_Wsdl_Config::init
method. Side note: there is a wsdl2.xml loaded but only from the Mage_Api
module.
But there is away. Not a pretty one, but it should work. You can split your module into multiple modules. Have your main module that handles all the logic and have separate modules that contain only the configuration file and the wsdl files. They will all be merged into one big xml. You can read thisread this. It answers a different issue, but it should give you an idea of how wsdl files are merged when used and an idea of how you can split your files.