The following instructions explain how to combine separate paths into one shape.
Here I will join two paths, but you can join more than two paths in the same manner. Below just illustrates the paths I want to join together.
Steps used to join separate paths in Photoshop
Make a backup copy of your work before proceeding.
1. Copy Path 1 (ctrl + c).
2. Select Path 2 and paste (ctrl + v). This pastes Path 1 into Path 2.
3. You can now delete Path 1. Select Path 1 and (right + click) to choose Delete Path.
4. With Path 1 now deleted, you can select Path 2 again.
5. With Path 2 selected, choose the Path Selection Tool.
6. Using the Path Selection Tool (click + drag) from the upper left of your shapes to the lower right. This will Select All. The Path Selection Tool is located with other Photoshop Tools on the left side of the work area by default.
If you were able to properly Select All then you should be able to see all the anchor points of both shapes. Steps 7 & 8 will merge the shapes so that all anchor points are joined into one shape.
7. With all anchor points selected from step 6, go to the top menu and choose Exclude Overlapping Shapes.
8. Finally, choose Merge Shape Components from the same menu.