Hi Michel,
Your session will be broken and will have to be recreated unfortunately. Trainz tracks the information for consists, and other assets through a name-table which contains the X-Y-Z coordinates and other information about the assets. Merging sessions together causes weird things can happen. Trust me, I tried.
I have a very old route I've been working on for many years and decided to expand it. I merged the route together with another and then merged in the session from the other route. The consists associated with the other route ended up buried under the ground, floating in space, and sitting at the bottom of the sea! I ended up scrapping the session and modified my original session to include the setup from the one that merged.
What happened is simple. The consist positions did not coincide with the same locations on the destination route. What was a yard location on one route turned out to be in the bottom of the sea in the other. Other locations were also higher or lower causing the consists to be buried under the ground, or in some cases floating above.
Let's say, I was quite disheartened by it.