What do you mean by
I noticed that after adding one, the area underneath them is filled with hundreds of empty slots.
This should only happen if your tileset image contains a bunch of empty space, or if you shrink the tileset image (Tiled will temporarily display placeholders to allow the tileset to retain things like terrains and custom properties, but these will be removed when the tileset is loaded again if there’s nothing there.)
You cannot use multiple images with a “Based on Tileset Image” tileset, but you can merge those images into one in an image editor, and use that combined image. Note, however, that if the width of the tileset image changes, the tiles will be renumbered and any existing maps might end up with the wrong tiles. If you haven’t made any maps yet, this isn’t a problem, but if you have, I recommend making a new tileset for your combined tileset. Or better yet, use multiple tilesets, one for each tileset image.
If you already have tilesheets, it’s generally best to use them as such. Image Collections are generally best for tiles that start off being separate, and may have a negative impact on game performance (unless your engine puts everything into an atlas at build time).
If you have a bunch of empty space in your tileset image, you could put other tiles in that space, and if the tileset’s width doesn’t change, it won’t even affect any of your existing map. Tileset image height can grow without affecting existing maps.