I must say your case is special. And I will certainly implement an explicit function "“Insert all audio files used by montage” in a future version.
For your present situation, I don’t have a miracle solution if you don’t control yourselves the input audio files.
What you could do, is to open the montage. From the “Files” tool window (the window that lists all audio files used by the montage), you could use the function “Reveal in Explorer/finder”. That would open the folder containing a specific file. Hopefully you will find all the files you need there. Then it’s just a matter of dragging these file from the Explorer/Finder window, till the Batch processor window.