I find "MIDI conversion" applications like this interesting. Here are some ideas. (I don't have live performance experience, and I don't have any of the equipment mentioned below, so consider getting additional opinions before purchasing anything.)

IDEA 1: USE SONUUS G2M'S MIDI IN WITH CC 4 HOLD?

The Sonuus G2M v3 has an extra breakout cable you can purchase that converts its MIDI out port to both a MIDI in port and a MIDI out port. On the MIDI in port, it can accept a few control change messages (CC 4 hold, CC 7 volume, and CC 64 sustain) to affect its MIDI output. Specifically, the G2M manual says

When using MIDI and audio together, it is often desirable to be able to mute or hold MIDI notes while continuing to play your instrument normally. For example, you can trigger a bass note on your synthesizer then play over it with your normal instrument sound. To allow this, the G2M responds to the following MIDI controller messages:
• Hold Controller (#4)
• Sustain Controller (#64)
• Volume Controller (#7)

Maybe the "hold" message will do what you want? (If "hold" means "when I press the hold pedal keep sounding the note that was on when I pressed the pedal, and as long as the pedal is down, discard any new notes that are played while the pedal is down" ) Perhaps you could ask on the Sonuus forum to confirm the exact effect it has. If it works like I'm thinking, you'd have to hold down a pedal every time you want to keep the note you are playing. You'd need to have the G2M v3, its breakout cable, and some way to press a pedal to send MIDI CC 4 to the G2M.

IDEA 2: USE MIDI SOLUTIONS EVENT PROCESSOR?

I believe the MIDI Solutions Event Processor could be programmed to do the "merge note" function you want.

The MIDI Solutions Programming Tools software is a free download to help you understand what is possible with their products. I used it to create a setup program for the Event Processor that I believe will do what you want, but I wonder if anyone who already has a MIDI Solutions Event Processor could test it to confirm it works?

The zip file attachment contains an .rtf (Rich Text Format) file which can be viewed in WordPad or other word processors, and can be edited and transmitted to an actual Event Processor using the MIDI Solutions Programming Tools software.

Download: merge-notes.zip

The setup program I came up with sets the Event Processor to do the following to Channel 1 messages:
* All note releases are discarded.
* When a new note is started, it only passes it through if it is a different pitch than the previous incoming note. If so, it sends out a note release for the previous pitch at the same time.

This process will always leave the currently sounding note hanging, so you'll have to either set your MIDI sound generator to a sound that decays or add some way to cut off the sounding note when you are done.