Hello @Karen Searle, Welcome to the Community!
Karen it might be case that the documents are more than 5 MB coz When documents are smaller than 5 MB, they are typically attached as individual PDF files. However, when the file size exceeds 5 MB, the documents are either merged into a single file or not attached altogether, unfortunately, this is something that can not be changed. and if you see that document is less them 5 MB and still not working then you can create a Customer Support case and a Tech Expert will be able to help.
Link for your refrence: https://support.docusign.com/s/articles/Why-are-documents-not-attached-to-the-Completed-email-notification
Thanks!
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