The short answer is that this is currently not supported by KiCad. KiCad only supports one PCB for each project.
In the past I have done some experiments, where there were multiple KiCad projects in a single directory, and each project had it’s own PCB. And combined that with a “master project” that included all the sheets from the other projects in a hierarchical design, so you could do full ERC over the whole project. This is not officially supported, and it may have broken in the mean time. For example I think the way that values and RefDes of hierarchical sheets is stored has changed, but I’m not sure about details.
(See: Multi PCB Project Idea which I created in 2019)
But if you change from a single PCB to a backplane design, you have to change the schematic. You have to add all the backplane connectors, and the daughter boards only connect to that connector. The benefit of putting that all into a single hierarchical project is minimal. To me it makes more sense to split up the project, so each PCB gets it’s own project. I would also create a custom connector symbol for the backplane that has all the signal names (Just as with symbols for IC’s). This way it’s much less likely to make pinout mistakes.
And I’m a bit curious. What are your intentions and end goals? the Z80 has been discontinued a few years ago, but it’s still popular with retro-computing hobbyists. There are already quite a lot of Z80 projects out there, including backplane based designs. A simple image search shows a few variants. The RC2014 seems the most popular, but there are some others too.
I do find it a bit sad that all these hobbyists design their own backplane and bus layout. If I look at historical data then STD bus seems a logical first choice, but gold plated edge connectors are a bit of a cost issue for hobbyists. Adapting the STE Bus may be a more logical choice, as it’s based on standard Euro sized PCB’s and DIN41612 connectors.