Object drawn in these modes can share the same layer and frame.
Merge: Merge drawings are called shapes, Smaller file size, good for web and smart phones, an overlapping shape will cut out the shape beneath it.
Object: Object mode is more like working in Illustrator
Depressed.
Convert an object to a merge shape: Modify > Break Apart
Convert the mess you made into an object: Modify > Combine Objects > Union
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