I could be wrong, but the OP is wanting his shapes to appear like this after he combines the shape layers.
[ATTACH=full]92963[/ATTACH]
But when you combine the shapes, you get this........
[ATTACH=full]92964[/ATTACH]
He wants all the lines to show up after he has combined the shape layers.
Shape layers are made up of paths. When two shape layers are overlapped, the path will still follow the outermost of the combined paths.
If you separate the paths of the shapes like this.......
[ATTACH=full]92965[/ATTACH]
[ATTACH=full]92966[/ATTACH]
Both paths are stroked when merged.
If you can select 2 (overlapping) shape layers and merge using Cmd + E, you will still have 2 different paths to work with.
If you select the top path, you can subtract the front shape....
[ATTACH=full]92969[/ATTACH]
Intersect.......
[ATTACH=full]92970[/ATTACH]
and exclude overlapping shapes.
[ATTACH=full]92971[/ATTACH]
