Merging Two Anchor Points in Photoshop

I have a shape path that contains two shapes within it. I want to merge two anchor points from - note that the two anchors are on different paths on the same shape. Here is an image.

Is it possible?

Answer

For the general case, the normal way is to make sure the path segments/shapes overlap slightly, set Path operations (at the top when the path Direct Selection (black arrow) tool is selected) to Combine Shapes, then Merge Shape Components with the overlapping paths selected.