Pages and File names

Assuming you're on a Mac.....

It should be scriptable, somewhere in the range easyish (manually highlight text, replace with current filename - i.e. not very automatic) to a bit harder (find all occurrences of of the filename in the document and update them) to a even harder (automatically update all file name refs every time you print/open/close the document). I don't use Pages so can't help directly, I'm afraid. If it's a popular feature then someone will have scripted it somewhere so maybe have a google search before going over to the dark side.

LibreOffice Writer has this function - filename or full path. LO is free so why not have a go with it before committing to Word?

The last version of Pages that supported the insertion of a filename into the document from the Insert menu was Pages '09 v4.3 and that was retired before the release of Pages v5 in Oct 2013. Even then, if one renamed the Pages '09 document in the Finder, the original inserted document filename would not be updated. Nor, if opened in a newer version of Pages, that Pages '09 document would still reflect the original name, not the filename of the renamed document. The last version of macOS to support Pages '09 was Mojave 10.14.6.

In versions of Pages since v5, there is no filename insertion feature, and it is purely manual without any auto-updating.

Have I misunderstood your terminology about "supports updatable file names?"