Answer: 

Currently, It is not possible to merge two customer records together.

However, you can obsolete one set of details and continue using the other set of details. 

Please note that obsoleting customer details will not delete the details (only hide them from view pages and searches), this is because the information/transactions against those details will be used for reporting. 
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Alternatively, you can obsolete both pre-existing customers and then create a new customer in Unleashed.

Additional Information:

How to Obsolete a Customer Record