Just an update, in case someone has encountered my same problem with the merging, or will do in the future:
The merging didn't seem to work at all for me. After the merging I found my GOG account as it was freshly created and my games library empty. GoG support came swiftly and polite, they simply separated my REDForum\GOG account back, as it is impossible to merge the two. The problem happened possibly because I used two separates emails\pw for each account (not sure about this, my case seems to be an exception).
After GOG support help, I could access again to my old GOG account and got back my games library, but unfortunately I've been kicked out for days from this forum. I couldn't login, I couldn't reset the password, I couldn't even create a new account. This happened on Chrome, Firefox and Explorer.
After many attempts (cleared cache and cookies many times, disabled extentions, disabled Javascript, updated the internet browsers...) today I've found a solution by myself by adding an exception for third parties cookies and Javascript for the forum website only. This made the trick and now I can login again to the forum. It worked on all the 3 internet browsers I tried.
So in case someone has problem, do the same as I did or contact me via PM and I'll explain how to do.
On a side note, I'd rather this annoyance never happened. I mean, perhaps merging wasn't so necessary, or I'd rather to know "before" finding my games library empty. We were adviced to merge the two accounts as it seems a better solution, and I gave my consent in support of both GOG and RED. It should have been a minor issue, but it causes more problems than advantage (at least for me) and I don't see the reason.