Actually there is a guidelines for this. It just doesn't describe this exact situation. Take a look at Formats 2.3.8d Print Page Information. See (3) and Examples 2-11 and 2-11. The print page numbers are divided by groups in the order printed--they just didn't list YOUR groups. But the principle applies here and I agree with your choice to list the full page numbering with the groups separated with commas as you show.
--Joanna