How do i make parts fixed together without anchoring them???

For example, i have 2 parts merged into each other and when i run it they undo, here's a GIF

In roblox studio and when i click play

http://gph.is/2bEg04U

You'd have to create a weld or some sort of constraint to keep them tied together. Alternatively, if you never want to separate them ever, just make them a Union.

You can find out about welds here and constraints here.