Hello Yuriy, 

There is no such out of the box functionality that allows you to subscribe on merge event due to unexisting of such event.

As workaround, you may try to modificate Deduplication process (starts when records are merging). The records that remains in the database is called golden record and id of golden record is the first id in collection that is transferred to deduplication process. 

So once you have this golden record, you may process is it as you wish.

Also please note that process of merging records is asynchronous. 

Regards,

Alex