When orders get combined and shipped in Shipstation the 'mergedIds' from the Advanced Options should be available when querying the List Shipments endpoint. It is currently included in the orders endpoint however it is pretty much useless as one would never use that endpoint for updating orders/fulfillments in a 3rd party system like an ERP but rather they would query the shipments endpoint to check for orders that have been shipped.
As it is right now when we combine orders in Shipstation we have no way of updating our internal system and marking both orders as shipped, it will only update the master order ID.