It is possible. This is what I would do based on how much I know about what you are pointing to.
First, I'm going to clear and download all the WSDL / XSD links from the page you described to define shared sets (which services / versions use XSD). After downloading them, this is what I see in terms of swarms (salmon color - WSDL, gray - XSD).

So, you have 5 main groups. Obviously, all WSDLs bound to the same XSD set should demonstrate the type sharing you are looking for in terms of packaging.
The next step is to determine the WSDL, for example:
<?xml version="1.0" encoding="ISO-8859-1"?> <definitions name="aggregate" targetNamespace="urn:tempuri-org" xmlns="http://schemas.xmlsoap.org/wsdl/"> <import namespace="http://www.ans.gov.br/tiss/ws/tipos/tissLoteGuias/v20202" location="tissLoteGuiasV2_02_02.wsdl"/> <import namespace="http://www.ans.gov.br/tiss/ws/tipos/tissSolicitacaoStatusProtocolo/v20202" location="tissSolicitacaoStatusProtocoloV2_02_02.wsdl"/> </definitions>
NOTE. If the relative URIs used for the location do not work for you, try using absolute ones (moreover, if you want to create this WSDL on your own computer and specify the location of the WSDL, since they are located on the remote server). Keep adding any WSDL you need, I just added two for illustration.
In any case, after completion, start your Visual Studio, and in your project add a service link to this new WSDL that you just created (as @JohnSaunders put it in your comment). Make sure you check your WSDL first, just to make sure you are pushing things away.

The generated code now gets your generic types, so you can easily organize calls to these services, passing stuff from one to another, etc.
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