Try this

Because I can't determine where your sheet ends, put some text in Column A in the last row + 1 that you need merged anything will do e.g. "Stop"

Then run this macro
Option Explicit

Sub MergeAndCenterColumn()
    Dim LastRow As Long, RowNo As Long, StartRow As Long
    
    LastRow = Range("A" & Rows.Count).End(xlUp).Row
    For RowNo = 2 To LastRow
        If Cells(RowNo, "A") <> "" Then StartRow = Cells(RowNo, "A").Row
        If Cells(RowNo, "A") = "" And Cells(RowNo + 1, "A") <> "" Then
            With Range(Cells(StartRow, "A"), Cells(RowNo, "A"))
                .MergeCells = True
                .HorizontalAlignment = xlCenter
                .VerticalAlignment = xlCenter
                .Font.Bold = True
                .BorderAround LineStyle:=xlContinuous, Weight:=xlThick
            End With
            Range(Cells(StartRow, "A"), Cells(RowNo, "J")).BorderAround LineStyle:=xlContinuous, Weight:=xlThick
        End If
    Next
End Sub

If you don't define this last row, (effectively the next set to merge), the code will not format your last data group.

Hope this helps.