It’s a bit tricky, but it turns out that it is possible to fuse segments of ABS filament into one with a hot air gun.
The trick seems to be to not squeeze them together until all the melted plastic is out from between them but only part way, let them cool and then sand the rim down…
In any case, this is hopefully the start of printing multi-colored things spree!
Ideally, I’d like a thin metal rod that I can melt plastic inside and extrude to get multi-colour filament. Not only would it be easier, but it might be possible to use tiny pieces of filament in succession to get arbitrary colours like pulse modulation.