Hello, I’ve seen threads about the lack of simultaneous spell check (by that I mean without switching dictionary). I realized that a solution could be to merge multiple dictionaries and then use that “special” dictionary to spell check. But is it possible? I have no idea how dictionaries works in a writer software. I suppose that it is basically a big file of words and that it could be modified by opening it in notebook and copy paste the block of text from one file to another?
There should never be a need for such a “merged” dictionary in a correctly created document. Correctly marking words (or paragraphs, or table cells, or whatever) to have correct language would allow LO to automatically use correct normal dictionary for that part of text… what is your use case?
basically a big file of words
Basically yes, but in most cases they are not bare words but words with paradigms (important for highly inflective languages). Thus, simply pasting one dictionary to another will create a mess. Anyway, see Mike’s comment. He is right.
I’m writing reports either in full French or full English and sometimes with a bit of one in the other. It is just a question of convenience. You can call me lazy but I find it annoying to have to change all the time the language. I can dual spell-check with gmail and with my phone-dictionary and I really find it useful.
Just have two keyboard layouts (fr and en), make sure your LO is set up to use system input language to decide fragment language, and develop a muscle memory to switch keyboard to corresponding layout when writing a word in some language.
I suppose that for those who use several Roman scripting systems in their writing, it might be … unusual. (For me, when I write dual Russian + English, it’s normal, because - well, Cyrillic and Latin characters don’t overlap, so we have to switch anyway.)
Note that your “answer” isn’t an answer that solves your question. Actually, it’s just a part of the question itself (a use case clarification), so it should be edited into the question and removed from here.
If you define your keyboard as English with extended Winkeys, which uses the Alr-Gr key, you can type English and French just using the single keyboard. You do not need to define two keyboard layouts as you would for Russian and English. I use Paragraph or Character styles to define the language I am using.
type English and French just using the single keyboard.
That is exactly why the languages get mixed. Thus, it is a very bad practice for multilingual documents. Use separate layouts for the input and switch them when you change the languages. It may be even the same layout but defined twice for the two languages.
There is no need to change keyboard layouts or merge dictionaries when you can use styles and keyboard shortcuts 
Define different styles (paragraph and character) for the different languages (look at the Font tab for each style) and in Tools → Customize → Keyboard tab you can pick empty shortcuts and use them to apply your styles (look for “styles” under Category). You can also create a new toolbar to apply those styles.
There is no need to create styles when you can switch layouts 
Kidding aside, styles are very good, very LO-ish, but switching layouts is just simpler. But, of course, it is more a matter of habit.
They are indeed text files (now, older then OO4? files contain some weird characters too) that you can edit with a text editor.*
You can add/run multiple custom dictionaries at once. Perhaps you can copy the required language dictionaries to your custom dictionaries directory and then (de)-select them as required?
(You will need to test, I am not sure custom dictionaries follow the same rules as predefined dictionaries do)
C:\Program Files\LibreOffice\share\extensions\dict-en
C:\Users\ {Username}\AppData\Roaming\LibreOffice\4\user\wordbook
Custom directories start with 4 metadata lines that normal dictionaries do not.
Perhaps you can use this to further specify for which languages they may be used (like; check on French words in an English document/paragraph, but not in a German paragraph?)
Notes:
1 I understand your desire not to switch, if you use them occasionally rather then in paragraphs. (Dutch has ‘adopted’ a lot of English words, especially computer related).
Or when importing/pasting plain text. If you wanted to set languages for each word you may as well check them yourself. 
It is a long known problem, see this topic for those trying to allow both Irish and English words in the same text
2 The spellcheck window does have a drop-down list that suggest that you could ‘set’ the language from there, but in practice this does not work; it only allows French, English and Spanish - and when checking the line afterward it has not changed the set language. I am not sure what this function is supposed to accomplish, perhaps this is a bug that needs to be reported?
3 The status bar allows the language of selections to be changed quickly, however this breaks the spell check because it then thinks it is finished. (Perhaps this is a bug too, or may be intentional for some reason
*4 You can use a tool to merge custom dictionaries, though an easy way (plugin?) to sync conflicting custom dictionaries would be nice, especially if you could include FireFox and other custom dictionaries
PS:
5 For those switching Keyboard layouts, are they not troubled that the special characters under the number keys change, and you now have to guess where your % sign has gone? Or is that a Windows only thing?