- Go to Data Sources → Create New Data Source → Combined Data Source.
- Enter a Data source name and tick the sources in Select data sources.
- Set the Priority of each source. When two sources have the same product, the higher priority wins.
- In Select mapped fields choose the fields the combined catalog should have (use Add Visible to take them all).
- Click Save Template.

The combined source gets an extra field, _data_source_name_, with the name of the source each product came from - handy in rules and export filters.
Sources are matched on their mapped fields, so map the sources you combine the same way first (same internal field names).