I am looking for a way of physically merging either markdown links or transclusion links into one one document.
The source document is a markdown document and all the links or transclusion links are markdown and I would like all the links to actually be physically copied into the document.
WikiLinks and item links aren’t going to merge into a document without scripting. Transclused content can be 'merged" by converting the Markdown document to another Markdown document.
Would you know if a script exists that does something similar ?
No, there is nothing built in for this and no third-party scripts I’m aware of.
Also, you can WikiLink to any item or have an item link to any item, so you’d need error-trapping to ensure you’re not trying to merge items that aren’t mergeable.