For what it's worth I got pretty decent conversion results of one file at a time with the Ubuntu repository version (0.9.9) But that version doesn't work with collecting it into a single output file, no.

I think it was a mistake to try shaving off a couple of lines and a step at the price of a more convoluted install and a brittle process. Most people would probably be best off just converting one HTML file at a time to pdf (e.g. pdfkit.from_file(filename_in_html,filename_in_html[:-4]+".pdf") in some sort of iteration over the file names) and then concatenating the resulting PDF:s, for instance from command line by

  pdftk TOC.pdf acknowledgements.pdf notation.pdf intro.pdf part_basics.pdf linear_algebra.pdf prob.pdf numerical.pdf ml.pdf part_practical.pdf mlp.pdf regularization.pdf optimization.pdf convnets.pdf rnn.pdf guidelines.pdf applications.pdf part_research.pdf linear_factors.pdf autoencoders.pdf representation.pdf graphical_models.pdf monte_carlo.pdf partition.pdf inference.pdf generative_models.pdf bib.pdf index-.pdf cat output Goodfellow-et-al-2016-Book.pdf

Sorry if I contributed to wasting your time.