I don't remember the exact syntax but try any one of the below.

1)

Dim range1 As Excel.Range
Range = xlWorksheet.Range("A1:A2")
Range.Merge()

2) xlWorksheet.Range("A1", "A2").Merge

3)

Dim range1 As Excel.Range
Range = xlWorksheet.Range("A1", "A2")
Range.Merge (True)

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