We consider merger of two parallel toroidal atomic Bose-Einstein condensates with different vorticities in a three-dimensional (3D) trap. In the tunnel-coupling regime, Josephson vortices (rotational fluxons) emerge in the barrier between the superflows. When the barrier is gradually eliminated, we observe essentially three-dimensional evolution of quantum vortices, which may include the development of the Kelvin-Helmholtz instability at the interface between the rings, in the framework of a weakly dissipative Gross-Pitaevskii equation. An initially more populated ring, carrying a persistent current, can drag an initially non-rotating less populated one into the same vortex state. The final state of the condensate crucially depends on an initial population imbalance in the double-ring set, as well as on the shape of the 3D trapping potential, oblate or prolate. In the prolate (axially elongated) configuration, robust 3D hybrid structures may appear as a result of the merger of persistent currents corresponding to different vorticities.