Save chat and email attachments to Files so the picker can see them.
Multi-select by tapping each file in turn.
Use the arrows to set the order, then merge — the result downloads to the phone.
A desktop has a file manager. A phone scatters documents across the Files app, chat threads, the photo library and the browser's download folder. Before merging anything, save all the PDFs into one place — Files on iPhone, Downloads on Android — or the picker will not show them.
Open the file in WeChat, tap the menu, then choose to open it in another app or save it to Files. On Android, pick 'Save to phone'. Skip this and nothing downstream will work.
Merging happens locally in the browser, so nothing is uploaded — but the files themselves still have to come down from the cloud first. Tens of megabytes over mobile data is slow; use Wi-Fi, and avoid very large files on low-memory phones.
The picker differs, the flow does not: save locally, multi-select, reorder, merge.
Tens of megabytes is usually fine; hundreds of megabytes is better done on a computer.
No, a new file is created and the originals stay unchanged.