Any video editor will do it, and you can tell it exactly *how* you want them merged too. OBS can do this too, with a scene for each video, and you switch scenes at the appropriate time. The tradeoff is that you lose a little bit of quality because it has to uncompress each one, do the merge, and then recompress the result. Each compression loses its own bit of quality.
Or if you *only* want to stick them together as if they were a single file that was erroneously split, there are tools that do that too. They can *only* stick them together end-to-end, fullscreen, because they're literally just concatenating the original bit-streams. But you don't lose any additional quality that way. Unfortunately, I wouldn't know what to google to find one; I only know that they exist and that's how they work.