Always view at 100% before merging.
I suspect the reason you notice it changing is because your view is at 33%. So, there's some "preview scale" antialiasing there before the merge.... not after. At 100% you may not see any change.
I suspect that you may have applied some graphic styles/effects to the layer. To fix it, try the following:
Select the problematic layer in the layers panel by targeting it.
Open the Appearance panel (Shift+F6) and remove any strokes, fills, or effects in there. The panel should look like this.
With layer masks, white equals visible and black equals invisible for the content of the layer they are attached to. The description above doesn't mention using black color anywhere, so I assume this wasn't done.
A possible approach with a rounded rectangle would be to use a black layer mask initially, and then fill a rounded rectangle with white.
You have 3 grayscale layers (R=G=B). You have to reduce them to their color component (R, G=0,B=0), (R=0,G,B=0),(R=0,G=0,B).
You can do this for each layer with Color>Components>Channel Mixer, in which you will for instance set the Red layer to 100% of its red component and 0% of the two others. When this is done your layers should be black and red, black ...
I'd also like know how to rotate a layer without rotating everything else in the entire image.
Use the Rotate tool for intereactive editing:
Or use Layer>Transform>Arbitrary rotation if you know exactly what you want to do.
Let us assume you had selected a layer as an active layer which can easily be done using the layers menu:
This makes the ants yellow to indicate the active layer
If you then want to crop just this active layer make sure you had ticked the "current layer only" box in the crop tool menu
Now, when you apply the crop tool a new active layer will be created as ...