Save the File name when Combining CSV Binary

I am trying to import a file that has about 10,000 files in it. They are CSV files, when I import them I get the columns Name (for the file name) and Content (with the binary file). I want to keep the file name associated with all data on the Binary file - make sure there is a column for the name once the binary files are combined so I can tell the different source for each piece of information. Since there are so many files I dont want to have to add a custom column to add the file names. 

When I try to just combine the binary the first column - the file name - always disappears. Thanks!