Depends on what kind of db's you're trying to merge. Is it just transfer and stat updates? Or is it league expansion and add-ons? Because, db's with added leagues or league instructions can not be merged together.
I don't know if you've used Pr0's transfer updates but basically he updates say transfers and saves it separately, then CA/PA separately, wonder kids etc. There's no added leagues or league instructions in any of the databases
first of, open the FM 17 Editor, and load newest database. Then select, File ->Load Editor Data -> And select the first of your Pr0 files, and hit 'Load'.
Next, select, File -> Merge Editor Data (Database Changes Only)... -> and select the next of your Pr0 files, and hit 'Load'.
Do the same with the rest of the files, and then save it all in the end, as a new seperate databse.
I think it should work, worked fine for me on other projects, so I guess it should here as well. But just remember to save the end file as a brand new database, in case something f***ed up.