Linking static libraries to other static libraries

A static library is just an archive of .o object files. Extract them with ar (assuming Unix) and pack them back into one big library.

On Linux or MingW, with GNU toolchain:

ar -M <<EOM
    CREATE libab.a
    ADDLIB liba.a
    ADDLIB libb.a
    SAVE
    END
EOM
ranlib libab.a

Of if you do not delete liba.a and libb.a, you can make a "thin archive":

ar crsT libab.a liba.a libb.a

On Windows, with MSVC toolchain:

lib.exe /OUT:libab.lib liba.lib libb.lib

If you are using Visual Studio then yes, you can do this.

The library builder tool that comes with Visual Studio allows you to join libraries together on the command line. I don't know of any way to do this in the visual editor though.

lib.exe /OUT:compositelib.lib  lib1.lib lib2.lib

Static libraries do not link with other static libraries. The only way to do this is to use your librarian/archiver tool (for example ar on Linux) to create a single new static library by concatenating the multiple libraries.

Edit: In response to your update, the only way I know to select only the symbols that are required is to manually create the library from the subset of the .o files that contain them. This is difficult, time consuming and error prone. I'm not aware of any tools to help do this (not to say they don't exist), but it would make quite an interesting project to produce one.