Iron golem
Merc
Edge bow

Does the damage stack from this ?

I vote: no

What about bramble on merc with thorns aura ?

Merc with bramble+edge? Yes stacks.

What about just a2 thorns merc and bramble will it stack ?

No.
The merc's natural aura is his own aura and his alone. You can increase the level of his natural aura with gear that adds to all skills (example: shako +2 skills).
Auras that you get from gear (example: Bramble) can stack with same auras from other gear only, not from merc's natural aura. So Bramble + Edge = yes, stack.