Welding shell extruded models

[micheus]

I would try to answer that, but I would to prefer to see a picture of this situation - the two objects you want to weld and/or how do you want weld them. (I read your "merge" as weld, since there is a Merge command that should not be the one you are talking about).

Sometimes it's just caused by not matching vertex (minimal distance between them that you can adjust by using RMB option and increasing the tolerance); sometimes because it cannot build a proper object;...