Are you talking about Sphinx as in Sphinx (documentation generator) - Wikipedia, the free encyclopedia?
Are you talking about HTML Help as in Microsoft HTML Help, in other words a CHM or is it webhelp you are talking about?
Either way, my instructions are only for help created by RoboHelp so if you are trying to merge with an output from Sphinx, good luck!
Sorry but it's not clear from you post what you are doing.
See www.grainge.org for RoboHelp and Authoring tips