Hello,

I think bcftools merge could help you http://samtools.github.io/bcftools/bcftools.html#merge

By default bcftools will tag all missing positions in the one of the input VCFs as missing information (./.) in the GT field of each sample. If you want to change this to set missing positions to be equal to the REF, then add --missing-to-ref.

Good luck

use a workflow manager (snakemake, nextflow):

for each chromosome C
  merge vcfs 1  to 100 into $C.1.vcf.gz
  merge vcfs 101  to 200 into $C.2.vcf.gz
  merge vcfs 201  to 300 into $C.3.vcf.gz
  ...
  merge vcfs 901  to 1000 into $C.10.vcf.gz

  ####     
  merge vcfs $C.1.vcf.gz to C.10.vcf.gz into $C.merged.vcf.gz
done

merge chr1.merged.vcf.gz to chrY.merged.vcf.gz into final.vcf.gz