Two PNRs cannot be merged.

If a passenger misses the connection, UA is not required to honor the second PNR but reports here on FT are generally positive: they will most likely book a seat on a later flight. If 1k, there should be no problem at all as same day stand-by at no charge is allowed according to the rules.

PS: it appears that mahasamatman was quicker than me in typing essentially the same reply.