clojure: how can I merge these two maps?

For such a simple use-case, you might choose to stick with core Clojure functions:

(ns tst.demo.core
  (:use demo.core tupelo.core tupelo.test))

(dotest
  (let [x    {:a {:b {:c {:d [[1 2 3]]}
                      :e "Hello"}}}
        y    {:a {:b {:c {:d [[4 5 6]]}}}}

        yseq (get-in y [:a :b :c :d])

        r1   (update-in x [:a :b :c :d] into yseq)

        r2   (update-in x [:a :b :c :d] #(into % yseq)) ]

        (is= r1 r2
          {:a {:b {:c {:d [[1 2 3]
                           [4 5 6]]},
                   :e "Hello"}}})))

As shown for r2, I sometimes think it is clearer to use a self-contained closure function to explicitly show where the old value % is being used. I am often even more explicit, writing the r2 closure as:

(fn [d-val]
  (into d-val yseq))

instead of using the #(...) reader macro.

You can use deep-merge-with from the deprecated clojure-contrib.map-utils:

(defn deep-merge-with [f & maps]
  (apply
    (fn m [& maps]
      (if (every? map? maps)
        (apply merge-with m maps)
        (apply f maps)))
    maps))

(def m1
  {:a {:b {:c {:d [[1 2 3]]}
           :e "Hello"}}})

(def m2
  {:a {:b {:c {:d [[4 5 6]]}}}})

(deep-merge-with into m1 m2)
;; => {:a {:b {:c {:d [[1 2 3] [4 5 6]]}
;;             :e "Hello"}}}