As far as I understand the COMBINE option is to combine two pieces of the SAME clip after that clip was split and no frames were removed since the split. It is in fact to undo the split.
See:
https://help.cyberlink.com/stat/help/powerdirector/365/win/enu/08_01_00_splitting_a_clip.html?q=combine
Please explain why you you want to merge two (different) clips?
If it is to get one video-clip from two: do EXPORT and write the clips to a video file.
If it is to move the two clips around: Select both clips and in the right click menu select group. After that the clips will be grouped together when moved around, deleted etc.
Otherwise: Please explain.