You need to assign no data value when you run the [gdal_merge][1] using `-n nodata_value`. First use a value of 255, if 255 didn't work, then use a value of 0. Other software use a value of 0 as no data value, but for gdal merge it uses 255. You can refer to [this answer][2] as background on this issue.


  [1]: http://www.gdal.org/gdal_merge.html
  [2]: https://gis.stackexchange.com/questions/188583/qgis-merge-rasters-without-projection-edges/188585#188585