Often when I apply some effects to layers, and I merge them, the ones with effects have their blending mode messed up. They act as if all of their layer blending mode became normal and then merged. But I think sometimes it doesn’t happen.
What can I do to prevent this?
It is an overwriting procedure. This is normal. Before merging the problematic layers you need to rasterize them. Righ click on the layer -> Rasterize.