How should I handle the situation? Is it possible to have the questions merged? If not, should I manually award the bounty immediately, to allow the question to be closed? In any case I don't want to waste the bounty.
Um.. I actually disagree with the refund in this case. The bounty was opened 2 days ago. The question has since received attention as can be seen by the additional answers. To remove the bounty is, in my opinion, not fair.
I would've suggested instead that the OP let the bounty stand on the question where it was originally posted, and additionally issue a separate bounty for the duplicate question is he/she so wishes.
Your question got three answers (or at least attempts at an answer), and it seems that merging the questions would result in a confusing mess of answers and half-answers. I suggest to flag the post and ask moderators to refund the bounty; they can do it if there is a good reason, and this looks like a good reason. You can then award the bounty to the existing answer to the older question.