Does mkvmerge.exe return any events/return codes while it is processing, such as a percentage complete?
I once used a command-line tool from my GUI app that did this, which allowed me to update a progress bar for the benefit of the user.
You can mkvmerge run with the --gui-mode. In that mode it’ll spit out special messages suitable for parsing by another program on STDOUT that follow the structure #GUI#…. One of them is #GUI#progress <number>%, e.g. #GUI#progress 70%. These messages are also prefixed with #GUI#, they’re always in English even if the rest of the messages output are translated to a different language. You can also read the corresponding explanation in the documentation.
When it’s done mkvmerge will exit with a well-defined exit code. These are explained in the documentation as well.