I had the same problem a few weeks ago. Unfortunately, there is no way to merge all your contacts automatically. But and I solved manually this way.
- search for your contact on the search bar. Once you typed down his or her name, Skype will display several address book numbers for that contact and also his or her skype contact.
- Choose the number you want to ad to the skype contact. Skype will display the number and under de number it will say "save number" and a + button willl appear next to it.
- Click the + button. It will display a pop up window giving you the chance to search for the name to which you want to link the number. Type the Skype contact name and press add number.
Like I said, it is not automatic and you'll have to ad every number to every skype contact one by one. Hope it works for you.