To merge two or more targeted lists in Discover, you will first need to open one of the lists. Once in the list, select the contacts you want to add to another list. You can click on the tick box at the top to select all contacts on the page. You'll then have the option to select all contacts on the list.
Once the contacts have been selected, click on the ACTIONS button at the bottom of the page then select action "Add to List". You can use the drop-down arrow to select the list you want or you can type in the name of the list in the selection window until you locate the one you need.
Alternatively, you can click on the ADD TO LIST(S) icon to select the list to which you want to add the contacts.
Bear in mind that you can always send a distribution to multiple targeted lists, so there may be no need to actually merge the lists. At the time of distribution, Agility will deduplicate the contacts included in the release and will send the email just once to each unique email address.