They will not. Saves can be either on an account or on the device itself, and these are entirely separate "sources" of saves that don't merge. Which account you're logged into determines which account's saves you see, and which device you use determines which device's saves you see.

That depends on what you mean by merging them. Only an account's saves appear on multiple devices when you log in to that account on multiple devices; saves saved to a device itself only appear on that device.

On desktop computers, you can transfer saves between devices by copying the files in the Saves folder in the folder that the "Open data folder" button in Settings (checkmark icon in the bottom right corner) takes you. On handheld devices (usually) and in the web version, this folder is too complicated to access, so the only option there is to upload these saves to your account first.