I think what you are wanting is actually the “Row Span”. This will automatically merge repeated values in the outer dimensions when you have stacked dimensions on rows. In the cube settings select the Product dimension and make sure that the Row Span option is set to enabled.
“Connecting individual cells” is something quite different. This can be done by inserting a column and then using a custom DBRW formula to retrieve a value from any cell. At least this is what I would understand by “connecting individual cells”. Power User - Intermediate Course | Training | Apliqo End User