It is not technically possible to combine one passenger name record (PNR) or reservation with another PNR.
If all the fares are still available for sale, you could re-book them in a single PNR and then cancel the old ones.
However, it can be possible to check bags across two "connecting" PNRs. There is a separate thread on that.
https://www.flyertalk.com/forum/unit...ervations.html .
See also Overnight, long layover/connection check through baggage question (consolidated) .