I think your best bet is to import all data from all text files, into one single sheet, and then filter for the strings you want to find, and copy/paste those to another sheet.
Try the script below to import all data from all files.
Sub ImportCSVsWithReference()
'UpdatebyKutoolsforExcel20151214
Dim xSht As Worksheet
Dim xWb As Workbook
Dim xStrPath As String
Dim xFileDialog As FileDialog
Dim xFile As String
On Error GoTo ErrHandler
Set xFileDialog = Application.FileDialog(msoFileDialogFolderPicker)
xFileDialog.AllowMultiSelect = False
xFileDialog.Title = "Select a folder [Kutools for Excel]"
If xFileDialog.Show = -1 Then
xStrPath = xFileDialog.SelectedItems(1)
End If
If xStrPath = "" Then Exit Sub
Set xSht = ThisWorkbook.ActiveSheet
If MsgBox("Clear the existing sheet before importing?", vbYesNo, "Kutools for Excel") = vbYes Then xSht.UsedRange.Clear
Application.ScreenUpdating = False
xFile = Dir(xStrPath & "\" & "*.txt")
Do While xFile <> ""
Set xWb = Workbooks.Open(xStrPath & "\" & xFile)
Columns(1).Insert xlShiftToRight
Columns(1).SpecialCells(xlBlanks).Value = ActiveSheet.Name
ActiveSheet.UsedRange.Copy xSht.Range("A" & Rows.Count).End(xlUp).Offset(1)
xWb.Close False
xFile = Dir
Loop
Application.ScreenUpdating = True
Exit Sub
ErrHandler:
MsgBox "no files csv", , "Kutools for Excel"
End Sub
Then, run this.
Sub MoveData()
With Application
.ScreenUpdating = False
.EnableEvents = False
End With
Dim Rng As Range
Set Rng = Range([A1], Range("A" & Rows.Count).End(xlUp))
On Error Resume Next
With Rng
.AutoFilter , field:=1, Criteria1:="Book1"
.SpecialCells(xlCellTypeVisible).EntireRow.Copy Sheets("Sheet2").Range("A1")
.AutoFilter
End With
Application.EnableEvents = True
End Sub