I have 3 modis tiles that I want to merge together. They were all reprojected in the same CRS (from sinusoidal to WGS84 UTM zone 32 N), but I cannot succeed. I have tried with merge and virtual raster, but as a result, I get a mismatched map. I tried also the GRASS tool r.patch: in this way the tiles match, but the pixel values are different with respect to the original rasters. I cannot figure out what I'm doing wrong...
In your image it's clearly observed the corresponding area to Italy and its country neighbors. So, I downloaded the equivalent tiles (h18v04, h19v04 and h19v05) to this zone from this Modis product:
and I loaded the layer with 0 ID in each case. I also loaded the UTM Zone Boundaries and the result was:
There are up to six UTM North zones (31, 32, 33, 34, 35 and 36) in this area. For this reason you cannot reproject in the same CRS (from sinusoidal to WGS84 UTM zone 32 N) each tile before merge them. You have to choose another approach. In QGIS, to merge raster: Raster -> Miscellaneous -> Merge.
At the next image you can observe that my three tiles match adequately after merge process (projection was sinusoidal):
After reprojection to WGS84 long/lat (EPSG:4326):
After 'on the fly' CRS transformation (WGS84 UTM zone 32 N):
That's a very brute force Version, but have you tried to polygonize them separately (computationally a bit of a burden of course) and then merge the .shp files and see if it works?