Merging two MKV's without quality loss?

This is more of a question but if in the multiplexer, I know it’s possible to add a video file, and append another video file onto that to merge them together.
I have a movie that is split across two files (the full movie was split across two discs) and I want to merge them as one. If I merge them like how I described above, would everything merge correctly? Like as in both Dolby Atmos tracks, both subtitles, both chapters, both Dolby Vision streams, etc merge as if there was no difference?

Welcome!

mkvmerge does what you ask about, yes. As it doesn’t include encoders/decoders it cannot affect quality.