If you want your roads with different thickness depending on zoom, then
simply do not give any graphics in TYP for roads. Additional bonus is
that GPS (at least nuvi) will draw arrows on on-way roads. This probably
won't work for other lines like rivers.
About combining, you have multiple options. You can load 2 maps to GPS
and switch both on. You can merge 2 maps with GmapTool, mkgmap or
Mapsource/MapInstall. You can create single mapset on PC with both maps
included. And finally you can use Gerd advice, which is IMHO the best way.
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