This sounds more like chapter markers rather than a table of contents linking to a set of independent videos. Shotcut does not have native support for chapter markers (or TOC for that matter).
For those willing to use FFmpeg command line to add chapter markers to a video after it is exported, here is a way to do it:
Note that -map_metadata 1
and -map_chapters 1
must both be specified.
Here is a description of the FFMETADATA file that says where in time the chapter marks go:
https://ffmpeg.org/ffmpeg-formats.html#Metadata-1
Note that the names of the keys are case-sensitive.