Yes we should add the tag.
Using Secespitus' excellent tag creation question for this situation.
1. Ask yourself how many questions you have about this topic: is this probably the only one or is this a topic you want to ask about more regularly?
I don't think I am likely to ask questions on this topic, but I can see how it would be useful for users with a more technical writing focus. - Neutral
2. Look through the existing questions: how many already use the word or similar words and might profit from the tag?
You've already found 25 questions that would use this tag. That's a pretty strong case for adding it. - Plus
3. Look through the existing tags: is one of them already encompassing what you are trying to convey?
Of the 4 tags you mention as being related, only glossaries could really be considered to be the same. Even then I believe glossaries is the subcategory of appendix and we should have the larger tag. - Plus
4. Look through Meta: have there been similar requests or precedent cases where something similar has been created/denied?
Nothing related to appendices on meta. We have a question about an epilogues tag which could be considered the fiction equivalent of this non-fiction term. We decided to create that one, so I think that is a positive reason to create this one. - Plus
5. Think about the sites scope: do you think that a lot of people will profit from these tags when they are asking questions about the specific topic of the site you are on?
This tag is certainly on topic and is useful for a variety of users. - Plus
6. Think about the tag's scope: is it well-defined and obvious to users coming to the site?
To me this one is pretty obvious even without a defined tag wiki. If you are asking about anything to do with the appendix of a work you use the tag. Nothing to complicated about that. - Plus
By my guess that makes 5 pluses and a neutral which should be more than enough justification to create the tag. Go ahead and create it.
Suggested tag wiki
This tag is for questions about appendices in written work. Formatting, usage and best practices for writing appendices should all use this tag.
An appendix is a section of additional information as the end of a book of document. This tag should be used for any questions that relate to the use of appendices. Questions on formatting, proper usage, and referencing them, all come under this tag.
Examples of questions that should use this tag:
Related tags: glossaries forewords indexing table-of-contents
The Glossaries tag should remain
Glossaries is indeed a sub-category of appendices, however I believe it is distinct enough that it should remain its own tag. The three questions that use it are distinctly about glossaries, not appendices in general. For now I think we should leave it. At a later time if we decide that it serves no functional purpose is will be simple to make it a synonym of appendix.