About the merge

- > look here ..
*1 i make polygon cube
*I make another polygon cube and place it over the previous one then i Shift select the 2 cubes and use - > from polygon menu - > mesh - > combine
*After i combine them they are one object , I shift select the vertex of cube 1 and vertex of cube 2 and use -> edit mesh - > merge


I hope i helped

But as i can see smth is wrong with your converting to polygon there are too many faces o_O you will not be able to merge them like that .. or it will be complete hell