So the Iterator needs an array, from the screenshot there’s no array present, just bundles. Also the http module will only be able to download one image, so you may need 2 http modules to grab each file separately.
Also the iterator might not be needed since you have access to the URL from the CloudConvert module already.
Thing is, most modules that use say “Search”, “Get”, “List” are actually iterators themselves, so adding an Iterator module is going to give you the same output.
When you say “merge” images, I’m not 100% clear on what the goal is, are you able to clarify what you want out the other end?