The error "externalCustomerid does not equal existing externalCustomerId" occurs when you try to merge two Customer Profiles linked to two different Lookup Adaptors.
Double-check that you are merging the Profiles for the same person, as this merges the Profiles in Gladly, not your master data.
To fix the issue, unlink one of the Profiles using the Unlink Customer option. Once unlinked, you can merge the Profiles again.