Hi Dayzu,
That looks like the process was killed by the operating system, most likely because you ran out of memory on the machine where you ran the command.
Normally a merge would not require much RAM, so possibly you had other tasks running that were occupying memory?
You can try forcing more or less memory with something like:
rtg RTG_MEM=48g -F --no-merge-records -o 40054_merged.vcf.gz 40054_Sentieon.vcf.gz 40054.renamed.cnv.vcf.gz
where you replace the 48 with some appropriate number based on the available RAM you have.
Sean.