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I am writing my paper based PhD thesis, i.e., a collection of papers surrounded by a common introduction and preliminary section. Each of my papers has a relatively long (with respect to the overall length of the paper) appendix section. Is it more natural to leave each appendix after each paper or put all of them together at the end of the thesis (possibly in different chapters)?

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Ask your supervisor what they, and the Uni, prefer.

Either is acceptable, but if the appendices are longer than the papers then I would put the appendices at the end of the complete document.

That way the papers ie the meat is easily found together.

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