As the error says “Member names must be unique”, you can add the ‘MemberNames’ property in the labeledSignalSet definition and define unique names for both signal sets. You can avoid the error by using the following code:
sld = signalLabelDefinition('Covid');
lssc = labeledSignalSet(raw_COVID,sld,'MemberNames','Member 1');
sld1 = signalLabelDefinition('Healthy');
lssh = labeledSignalSet(raw_Helthy,sld1,'MemberNames','Member 2');
lssmerge = merge(lssc,lssh);
You can use the getSignal function to access the data in the signal sets by indexing into merged signal set.