I often get the message that the photo is already part of another catalogue and cannot be part of two catalogues
I never have seen this message, and in fact photos can be a part of multiple catalogs. So ... please quote the complete error message exactly as it appears, word-for-word, verbatim
I get the message in Dutch, so maybe my translation makes the answer differnet from what the system would generate: The file "DSC02102.ARW"is linked to another picture in the catalogue. Each file can be linked to only one picture . DSC02102.ARW is a sony raw format.
My guess (as I have not had this problem) is that you have duplicate photos on your hard disk(s) somewhere, and now when you try to merge catalogs, Lightroom doesn't allow this situation. If the different catalogs were pointing to the EXACT SAME file on your hard disk, I don't think you would have this problem.
So what happens if you try exporting a catalog without these problem photos, and then import the catalog just created into the "master" catalog?
Duplicate files are a possibilty, it's even very likely that I have duplicates. I have back-ups of all my pics on an external USB drive (automatialy updated every day), and I have a raid disk with a 100% image; but somehow it does not make sense: I import the old catalogue in the new one, and next this catologue imports the relevant pics in the new general catalogue. The files are however missing (message: the original picture is missing) and wen I search the picture at the new loctation I get this message.