I couldn't find any direct way to do this. So, I used powershell script in another VSO task to achieve the result. Since the tool generates xml with number of lines in one of the attributes, I have written a script to get the files and read that count and generate new xml with desired Coverage report. It worked since all test projects are for same Database and every project targets different set of stored procedures. It doesn't work if two tests target same stored procedure.
Hope this helps.
* EDIT Adding Powershell Script which I used to merge
(First 3 parameters are coverage paths from different unit test projects) *
Param(
[string]$UnitTestPath1,
[string]$UnitTestPath2,
[string]$UnitTestPath3,
[string]$targetCoverageFilePath
)
[xml]$XmlContent = Get-Content $UnitTestPath1
$coverage = [float]$XmlContent.coverage.'lines-covered'
$XmlContent = Get-Content $UnitTestPath2
$coverage += [float]$XmlContent.coverage.'lines-covered'
$XmlContent = Get-Content $UnitTestPath13
$coverage += [float]$XmlContent.coverage.'lines-covered'
$coverage
$node = $XmlContent.SelectNodes("/coverage");
$node[0].SetAttribute('lines-covered',$coverage)
$XmlContent.Save($targetCoverageFilePath)
$coverage
