Merging 2 different kinds of mkv?

[Patapin]

Hello guys, and happy new year for all the goodwilling men,

Here’s my problem: I don’t know how to merge (with mkvtoolnix, for example) two mkv files without reenconding, one file having been converted to embed the subtitles.

I want to watch on my TV via a USB device plugged into my EMTEC TV-Box special a movie in which I put special effects for the subtitles, using aegisub.
This is the original effect (I made a loop):

And I wanted to do a similar FX with agisub (I made a loop, too).

[Attachment 51420 - Click to enlarge]
You can see a character font Faster-One that is not recognized by my TV-box, and a moving image created with AssDraw.

The rest of the movie uses Trebuchet MS font, that is all right.

What I can do is convert my movie, embedding the subs with either Avidemux, Handbrake, Xmedia Recode, or Xvid4PSP. But, as they reencode the movie file, it takes a lot of time to have a good quality, and I am not sure that the best quality is preserved.

So I tried (and failed) another practice:
1. Cut into 2 parts the original file with mkvmerge. I get Part1, normal, Part2 (in which I would like to create the FX). This is OK.
2. Convert Part2 into Part2b, using one the 4 softs, to embed the subs. This part works, with Xmedia Recode, for instance.
3. Append Part2b to Part1, using mkvmerge. But I get error messages, and now I see the wall of my ignorance about all these parameters.
I muxed only the video file.

Here is the log file:

mkvmerge v7.3.0 ('Nouages') 64bit built on Oct 22 2014 18:53:34

'E:\0 Recreation DVD\Dhoom\test merge\Dhoom 2004 mes STFR Parts A 4mn20.mkv': Using the demultiplexer for the format 'Matroska'.

'E:\0 Recreation DVD\Dhoom\test merge\Dhoom 2004 mes STFR Part B 4mn20-4mn45 Embed Xmedia YES.mkv': Using the demultiplexer for the format 'Matroska'.

'E:\0 Recreation DVD\Dhoom\test merge\Dhoom 2004 mes STFR Parts A 4mn20.mkv' track 2: Using the output module for the format 'AVC/h.264'.

'E:\0 Recreation DVD\Dhoom\test merge\Dhoom 2004 mes STFR Part B 4mn20-4mn45 Embed Xmedia YES.mkv' track 0: Using the output module for the format 'AVC/h.264'.

Error: The file no. 0 ('E:\0 Recreation DVD\Dhoom\test merge\Dhoom 2004 mes STFR Parts A 4mn20.mkv') does not contain a track with the ID 0, or that track is not to be copied. Therefore no track can be appended to it. The argument for '--append-to' was invalid.

You’ll find now two MediaInfo files.
First one is the original, second is the converted file with XmediaRecode.

Could you please help me climb the wall of my incompetence?