This sounds cool. I guess some ideas for keeping this group connected and still in peril could be:
- Someone comes into the shop selling a weapon or object, but it ends up being something from one of the other groups.
- Thieves guild tries to extort the merchants, but they need to involve one of the other groups to act as protection.
- One of the groups are kidnapped and the merchants have to become reluctant heroes and venture out to save their friends.
- The town is besieged, the merchants have to protect their section of town, the other groups are protecting outside. So each group would be having their own combat, but they are all related to the one conflict.
Like someone said above, this could be a good chance to teach politics of sorts.