Good evening, @Hull Girl. 

It's great to see you back in the Community. Allow me to point you in the right direction to get a third party app to fulfill your request. 

Yes, you're correct. You'll need to use a third party app or do the actions you've been doing with downloading the individual excel sheets. 

I can provide you with our QuickBooks Apps website so you can review all the options there, and then decide which would be best for the business. 

I'm only a post away if you have any other questions or concerns. Take care!