can't import keras.layers.Merge

As of keras 2, the module keras.layers.merge doesn't have a generic public Merge-Layer. Instead you are supposed to import the subclasses like keras.layers.Add or keras.layers.Concatenate etc. directly (or their functional interfaces with the same names lowercase: keras.layers.add, keras.layers.concatenate etc.).

See what types of merging layers exist in the keras docs