Having finished The Cream of the Jest/The Lineage of Lichfield (which still holds for me as one of the highest points in a generally superb set), I have now moved onto the seventeenth out of the eighteen volumes of the Biography, Straws and Prayer-Books.
And yes, I have to go with Cabell's own feeling about this whole thing -- despite it having been published as individual works over a number of years, in its revised form the whole bloody thing is indeed one single eighteen-volume novel (of an admittedly bizarre, genre-bending sort) complete with prologue (Beyond Life), epilogue (Straws and Prayer-Books) and a volume of appendices (Townsend of Lichfield, etc.) I may not be able to do so right away, but I am definitely going to have to go back through this thing again soon; one of the most massive, complex structures I've encountered in literature, even considering Moorcock's multiverse or Balzac's La Comédie humaine.....