Am I right in saying that you have several Photos libraries on an external HD and want to merge them into your Photos library on your MBA?
1 - One way to achieve that is to use the paid version of PowerPhotos. The downside to this method is that you can only merge original files or edited files. When merging edited files the original version of any photo that hasn't been edited will be merged. But the original version of the edited file will not be available. My belief is that one can always reedit a photo but if edited can't go back to the unedited version so I choose to merge originals.
2 - The other way its to use the iCloud Photos Library. You have 1 library (A) on your MBA, a matching library (AC) in iCloud and 4 libraries (B,C,D,E) on the EHD.
Copy library B to your MBA and set it up as the System Photos Library. It will begin to merge with the iCloud library giving you library BAC.
When that upload merge is finished copy library C to the MBA and set it as the System Photos Library. It will begin to upload and merge with the iCloud library giving you library CBAC.
Do the same for libraries D and E. You will eventually end up with library EDCBAC in the cloud and on your MBA.
NOTE: after each merge you can delete the library copied from the EHD to the MBA in order to preserve storage space. Don't delete the libraries from the EHD until you're all done and have verified that all photos have been successfully transferred and merged.