The beauty of non-linear editing is that the original media files remain untouched no matter how much you cut, trim or add effects them in your project.
Well yes .. but sometimes that requires you to start to edit that clip from scratch.
If you haven't done anything else, or little else, there is the UNDO feature which may help. If you've split a clip then done a bunch of other edits ... you may not want to try UNDO. You didn't say if you've removed, or deleted one of the split parts. If you haven't you can just GROUP the two clips together so that the act like a single clip again.
To eliminate a split, delete the event fragment on one side of it. Then drag the edge of the other fragment far enough to "replace" the deleted fragment.
Well the thing is a soundtrack, i then make cuts in video on video tracks, but the sound ends up cut through in many places as well - and whilst it may not really matter, it annoys them.
I guess its easier to delete the track and re-add it (again and again)
No, you use "U" or the "Ignore Event Grouping" button to ungroup your selected audio and video events before you make your cuts.
It's far more simple than you are making it.