Is there anything software which can convert two SE alignment bam files to one PE bam file?
My SE bam files are from BWA mem
Please, don't. Remap your reads.
Pierre gives a good suggestion.
Merging will most likely result in incorrect values that affect things such as stranding and which read belongs to which, in later analysis. These SAM flags will become incorrect unless they will be 'fixed' on top of a merge:
The same accounts for the RNEXT and PNEXT fields.
A remap will solve all these issues. Good luck!