Citing Data That Was Compiled From Many Sources and Then Summarized? (Updated)
What you have described is your data collection procedure, so I would put it in that subsection (within a methodology section). Describe the procedure of creating the combined dataset clearly, in a way that another researcher would be able to reproduce it.
There you can refer to all your sources, directly in the text, even though it is extensive. Then you should add the reference for each published dataset they've used to construct the large dataset in the reference list (which should be in the APA-handbook, see https://apastyle.apa.org/style-grammar-guidelines/references/examples/data-set-references). I would not reference in the form of a self-reference to what is basically the current work.