How to solve the issue when the merge page is not loading
In some Salesforce environments, users are protected against "clickjacking". As a result, it's possible that the merge page will not load. This can be solved by whitelisting your domain. Follow these steps to resolve this issue.
Whitelist your domain
Navigate to the Salesforce Setup - Security - Session Settings
In the page, look for "Whitelisted Domains for Visualforce Inline Frames".
Click "Add Domain".
at "Domain", fill in your ORG's domain.
That's it, you're all set. The merge page will now be able to load in the modal.