They all seem to assume that you don't mind losing the bit you have split off.
In my case it looks as though the simplest solution will be to delete the entire track and redo the split in the right place.

I may be misunderstanding what you did and are trying to undo, but...
how do I "unsplit"
"Simple. Delete one segment of the split event and drag (the end/edge of) the other out to its original length. There are " (©mv10)

Of course, if that's not convenient for you, turn ripple off, delete the split events and drop the original media on the timeline again.

Each segment of a split event is a complete, intact copy of the original event.
This is important to understand. That's why you throw the extras away.

Direction for dragging the ends of a split clip segment back to original length can be found in the Help, interactive Tutorial, and elsewhere. Good luck.

[ SMS v12. Win7 32b ]
Strictly speaking the S=split doesn't create two Copies ( ie one prior, and one after ).
Placing the Clip on the timeline is also a fantasy - it tells the Computer to act on it when rendering, by fetching the digital info relating to the sound and vision in the file of the similar reference. Visually as we look at the "Timeline" we see "copies" - but these are false - they are representations - for a very good reason....We'd get totally confused if nothing happened. However, they are not copies - the Original file isn't imported when we "Import Media" - it's only a link to where it was.

That "S=split" is really a "only a marker" - You can get rid of it, because the software writer thought you might want to Undo it.


Select Clip on Timeline, position cursor,
Press s, the Split is created.
Now Go to Edit / Undo Split event
The split is "mended"

- of course this doesn't work if you have made further Edits ( etc. ).... since Undoing would be somewhat tedious,
In which case:-
Select the Split event
Right Click
Select Events to End
OR
Select the Split Event(early) and Split Event (late)
Rt Click
Select Group / Create New
The split event behaves like it was mended - but the cutting mark remains - this might be considered as a useful "Mark" since it will move with the clip.
The Split clip retains this mark, but otherwise it's "mended"
However,
someone has already suggested deleting the split media - and fetching a fresh one.
Which is "probably" the simplest method, although you then don't have any "Mark" to guide you.
Note that if you Trim the clip from the Mark it creates a hole - as though you were stripping the film emulsion off its backing - This might be useful if you want a series of "holes" to give the impression of "Flashbacks" and if underneath this was a movie track then the flashbacks would move in the frame.
+There maybe other way to achieve this which are easier to control - just thought I'd mention it in passing.

Good Luck.

OR you could have followed mv's (and others') suggestion and been done with it.
If you still need more advice, "Search" deleting splits, this forum, Any Date.

edit:
Just thought I'd mention that the method you suggest (Select Group/Create New) does not undo Split or "mend" as you say.
Try adding FX into the "early" after "mending" and see if it affects the "late".

As for "copies", try moving the "early" onto a new track and then dragging it to the original length.
Then drag the "late" to the original length on its track.
How many "representations" (if you like¹) do you see? cf. mv's post.
Note : "copy of the event".

¹) more pondering