When we merge two threads, there is no indication of the merge and sometimes the content of the thread gets too confusing to follow/read, there is also a matter of the previous "thread" being lost in the thread its merged to and not being noticed by others since its no longer the "first" post.
I get it, that's the point of merging, but I think XenForo can handle merged content better. A small suggestion towards this would be to show the merged thread (which is now a post) below the opening post.
A quick mock-up:
So that anyone can click on the "merged content" links and be directed to the appropriate post in the thread.
This way there won't be any complaining by users who dislike their threads being merged (everyone hates their time and effort being wasted just to find their thread merged and now a post in between another thread) and it would also help people realize which "posts" and connected posts (by connecting the dots) are merged from another thread - which would make it much easier to follow the discussion.