Hello, @bstrakova
You are welcome to the Docusign Community!
Each envelope is a secure container. You can download its contents in .PDF format then merge with other .PDFs documents using a PDF merger app as available in the web. Or a standalone App or Adobe features.
It is not possible to merge completed envelopes due security and compliance reasons.
You did what is possible to do: create a new envelope with the content from a signed envelope so when you download the contents, all signed documents will be there.
I hope that helps.
Best,
Alexandre