Just to let you know:
I think what causes the problem with losing bookmarks only occurs when the thread topic number (that's the number after the 'topic' keyword in the url) has a lower value (signifying I think a thread that was created earlier) than the thread that was bookmarked. When such a thread is merged with a thread that has been bookmarked, it's topic number is replaced by the earlier thread's topic number (or perhaps the merged thread gets a completely new topic number), and ends up dropped from a user's bookmark list.
Merging a thread with a topic number higher in value (i.e. a newer posting to the bookmarked thread) does not seem to present this problem. At least that seems to be my experience as to when I lose a bookmark from merging threads. (I lost my bookmark for Scarlett Johansson, when you did a merge with threads from 2005, but not the bookmark for the Sofia Vergara thread.
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If this is the case, then it seems to me this is a possible glitch in the forum software that should be addressed.