It is possible for a moderator to merge a question that's closed, but not as a duplicate?
For example, this too localized question doesn't seem like a candidate for reopening, except that it seems to be a duplicate of another question and it has a good answer that would also help that question:
Can moderators merge it with that other question, even though it's not closed as a duplicate of it (or of any question). It is closed, just not as a duplicate.
If not, should the community reopen it ourselves so we can close it again ourselves? Or when a question is already closed, even if not as a duplicate, is it generally considered appropriate for users to message moderators in chat (or flag for moderator attention) to request merging?
We can merge anything as long as one of the questions is closed. The "type" of closure makes no difference.
Just some context (that you cannot see) about this question:
Op asked in August '11.
Op flagged it in October '11 saying it had been fixed by Oneric.
I closed it as Too Localised because it was too-time-localised.
It's unfortunate that it still attracts people because the Op has no use for it any longer. The answer is essentially for a related but a different cause.
As for what to do next:
I see no value in merging. Who does it benefit? The answer it provides already exists twice on the master question. We don't need three copies of the same answer on one answer, especially if that penalises existing answers.
Deletion penalises the original answerererer so I'm against that.
Locking seems like the best solution. There is a link to the newer thread, now an explanation of what has happened. Nobody harmed.