Sorry, I must have read your first post incorrectly

DXImageList.LoadFromFile('List1.dxg');
DXImageList.LoadFromFile('List2.dxg');

but List1.dxg appear
I thought the problem was that you couldn't get list2 to appear. Merging I have never tried and I think you may be out of luck.

Maybe you could use a second imagelist to load list2, then create new items copy from imagelist2 and add to imagelist1 and then clear imagelist2 again.

Or depending hopw you have organised your images why not use multiple imagelists?