There is actually another topic from 5 years ago but it had a reply saying it was not possible. I find that very hard to believe as many other systems out there allow merging from multiple sources. Therefore as the World is now 5 years more advanced, I thought I would try this one again. It seems crazy that we can't merge orders from different sources, it creates far more hassle and admin to make sure the multiple orders are sent together.
There is another topic about creating a simple way to identify orders that can be merged which is also a good idea. Perhaps these 2 steps can be implemented together.