I am not aware of a way to merge multiple nsq files together. There is a way to export a project, but I believe that just puts everything in a single zip file.
A process that may work regarding the report, you can open an nsq and then wehen you crate a new report (one that exists in the other nsq) instead of doing a new tempalte, do edit and point to the template crated with the other nsq - the only step to complete the report would be to add the objects to the left side of the template.
If you are importing recipients you can crate another recipient import and point to the file containing rcipients being used in the other nsq
There is not rally a seamless solution to bring multiple nsq files into one (to my knowledge)