What you're looking for is the intercompany functionality, not consolidation. The intercompany functionality will send a purchase/sale document created in one company to the corresponding other company.
Regardless, if you have a consolidated company, I would not post transactional data in it such as purchase/sale invoices. I would do that in an operating company, and then consolidate that in the master consolidated company. I would only use the consolidated company for consolidations and elimination entries.
