Page Ranges in My Index

I have a 2,100-page Word document I have started to index.  Naturally, I plan to include the index in the back of my book.  I am using a concordance file to create my rather large index.  I have run into two issues. 

I have not found an option that will allow me to include page ranges in my index.  Word displays each page number individually, so for example I get 805, 824, 825, 826, 827, 828, 829, 830, 831, 847, 848, 912.  When I want 805, 824–831, 847–848, 912.  This seems like a reasonable request as nearly every book I have reviewed with an index has page ranges.

I have read that I can manually get into each index entry and mark it with a page range indicator, but if I go that route, I just as well use a typewriter!  In other words, given the size and number of items in the index, it is not a realistic option.

I have found a couple other products so far that I believe I can purchase that will interface with Word to produce a proper index.  However, I hate the idea of getting another product involved, along with the time it will take to learn its features and how to make it work with my Word document.  Obviously, I prefer to have a button or option I can select in References Index that will produce page ranges within my index.

My second issue is a wish to include captions under the pictures in my book in my index.  I have hundreds, perhaps a thousand, pictures in text boxes throughout my book and each picture naturally has a caption to describe what is in the photo.  Often the description includes a name and/or location, so those are relevant items I want to include in my index.  However, when I run my index, again using a concordance file, Word ignores the descriptions in my text boxes.

I am really hoping Word can handle these two issues for me.  It would make life a whole lot easier than buying another product that will interface with my Word document to get the job done.  Thanks for any help you can provide!