Of course you can load first!
I'm suggesting this not as a final solution, but to see what happens when you initially load an object, and then do a merge. That way you don't have transient objects, but instead, are merging a transient object with a persistent objects.
Doing this as a
test case might help you solve your problem, and discover what is going wrong. Then you can adopt your final solution as fit.
It's just an idea. I'd be curious as to why you can't do a test that loads one entity first?
-Cameron McKenzie