Did you actually see the bird? Some animals make sounds that are deceptively similar to birds (ex chipmunk chirps). Merlin won’t recognize these as “not a bird”; it just doesn’t recognize the sound at all.
Nope, but I heard the sound before and I am at least 70% confident after asking my ornitholog friend :-)
We don't have a huge load of animals making weird sounds around here, so one learns to recognize most of the strange ones after some years in the woods.
Usual disclaimer IANABL (I am not a bird lawyer)