I can’t think of any easy way to automate the “1 – 4” part. But actually, you can put the numbers before or after the text. For example:

Using Numbered Lists for Captions in InDesign

Zapf Dingbats? Symbol? One of the Wingding fonts?
Here are some articles that might help:

We Heart Dingbats

How to Find the Font That Has the Glyph You Need

I always prefer the keep all the chapters in the same document if I can. That said, once the document is more than several hundred pages, it gets unwieldy and I would use the book panel.

(But it drives me crazy when people use the book panel for something like a 100-page document.)

Thank you, Keith! I’m also going to put the script here, just in case dropbox loses track of it someday, years from now in the future.