My input data is a Seurat object, created similarly to here: https://satijalab.org/signac/articles/pbmc_multiomic.html. I merged two such objects, each with a different fragment file:

p0f.inhib <- merge( x = p0f.inhib, y = list(p0f2.inhib), add.cell.ids = c("p0f", "p0f2") )

Of note, my CallPeaks function works perfectly well on each individual object, but not on the merged one. Here is my output:

> peaks <- CallPeaks(p0f.inhib, macs2.path = "/Users/kaplan/MyPythonEnv/bin/MACS2")
INFO  @ Mon, 16 Aug 2021 17:14:22: 
# Command line: callpeak -t /Users/kaplan/Dropbox/Dulac_Lab/Data/Sequencing_Analysis/10x_multiome/july_2021_run2_P0_P10_P18_P28/P0F/atac_fragments.tsv.gz /Users/kaplan/Dropbox/Dulac_Lab/Data/Sequencing_Analysis/10x_multiome/july_2021_run2_P0_P10_P18_P28/P0F2/atac_fragments.tsv.gz -g 2.7e+09 -f BED --nomodel --extsize 200 --shift -100 -n SeuratProject --outdir /var/folders/z6/r0r4szdd68zcjn79vcd0hk_m001q1j/T//RtmpKrGSsm
# ARGUMENTS LIST:
# name = SeuratProject
# format = BED
# ChIP-seq file = ['/Users/kaplan/Dropbox/Dulac_Lab/Data/Sequencing_Analysis/10x_multiome/july_2021_run2_P0_P10_P18_P28/P0F/atac_fragments.tsv.gz /Users/kaplan/Dropbox/Dulac_Lab/Data/Sequencing_Analysis/10x_multiome/july_2021_run2_P0_P10_P18_P28/P0F2/atac_fragments.tsv.gz']
# control file = None
# effective genome size = 2.70e+09
# band width = 300
# model fold = [5, 50]
# qvalue cutoff = 5.00e-02
# The maximum gap between significant sites is assigned as the read length/tag size.
# The minimum length of peaks is assigned as the predicted fragment length "d".
# Larger dataset will be scaled towards smaller dataset.
# Range for calculating regional lambda is: 10000 bps
# Broad region calling is off
# Paired-End mode is off

INFO  @ Mon, 16 Aug 2021 17:14:22: #1 read tag files... 
INFO  @ Mon, 16 Aug 2021 17:14:22: #1 read treatment tags... 
Traceback (most recent call last):
  File "/Users/kaplan/MyPythonEnv/bin/MACS2", line 653, in <module>
    main()
  File "/Users/kaplan/MyPythonEnv/bin/MACS2", line 51, in main
    run( args )
  File "/Users/kaplan/MyPythonEnv/lib/python3.9/site-packages/MACS2/callpeak_cmd.py", line 65, in run
    else:       (treat, control) = load_tag_files_options  (options)
  File "/Users/kaplan/MyPythonEnv/lib/python3.9/site-packages/MACS2/callpeak_cmd.py", line 387, in load_tag_files_options
    tp = options.parser(options.tfile[0], buffer_size=options.buffer_size)
  File "MACS2/IO/Parser.pyx", line 330, in MACS2.IO.Parser.GenericParser.__init__
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/gzip.py", line 58, in open
    binary_file = GzipFile(filename, gz_mode, compresslevel)
  File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/gzip.py", line 173, in __init__
    fileobj = self.myfileobj = builtins.open(filename, mode or 'rb')
FileNotFoundError: [Errno 2] No such file or directory: '/Users/kaplan/Dropbox/Dulac_Lab/Data/Sequencing_Analysis/10x_multiome/july_2021_run2_P0_P10_P18_P28/P0F/atac_fragments.tsv.gz /Users/kaplan/Dropbox/Dulac_Lab/Data/Sequencing_Analysis/10x_multiome/july_2021_run2_P0_P10_P18_P28/P0F2/atac_fragments.tsv.gz'
Error in file(file, "rt") : cannot open the connection
In addition: Warning message:
In file(file, "rt") :
  cannot open file '/var/folders/z6/r0r4szdd68zcjn79vcd0hk_m001q1j/T//RtmpKrGSsm/SeuratProject_peaks.narrowPeak': No such file or directory

Unfortunately not. Will let you know if I find a solution.

FYI - I decided to simply proceed with calling peaks using each fragment file separately.