Yes, I have successfully merged multiscreen help using RoboHelp 11. Now I've upgraded to RH 2017 and the Multiscreen help fails to generate in the latest version of RH.
Well done you then. I recall setting it up with multiscreen and making it work but deciding it was such a messy procedure that it wasn't worth pursuing. Merged help is much easier in the responsive layouts that ship with RoboHelp 2017 as it doesn't involve so many repeated generations to each of the multiscreen outputs.
There is another post in the forums where the poster got the same message but I don't think it will help you.
I notice that the first path in your dialog refers to WebHelp.
See www.grainge.org for RoboHelp and Authoring information
Have you applied the latest patch of Robohelp 2017. We have fixed the issue in the update and your issue should be resolved by that.
Yes, the patch fixed the issue.