A part of your problem is that every time the For Each Entry loops through and runs the Retrieve Field values, it over-writes the values that are previously there, so you will only get the values from the last entry in the For Each.  At the top of the workflow, add a Create Token Values activity and make multi-value tokens for the data you wish to save from each entry.  Then in the For Each Entry, after the Retrieve Field Values, add another Create Token Values and use the Modify to update the token(s) created in the first Create Token Values activity.  This would be the location to add logic to check if the value already exists before adding it again.