You might use a proper terminal programme instead, like RealTerm and several others, all of which are free. These enable you to record direct to CSV and you can add timestamp as well, using the PC clock. I have heard that the serial monitor in the latest IDE allows recording. I don't know if it can timestamp.
I don't know about multiple files, and I think that might be better done with on-board SD. Having said that, I don't think there should be a need anyway. You should be able to provide marker points in a single continuous data stream, and everything gets sorted out in Excel later.