apparently, it seems that you can only merge purchases from a 3DS that has not had a NNID linked to it. it you transfer, it will wipe the destination console's purchases instead of merging them
does the ambassador console use a NNID also? (unfortunately, the Fire Emblem 3DS XL has a nnid linked to it so you cannot simply system transfer the blue no NNID or the Ambassador console to it and retain its purchases)
you can try this (if ambassador console has no NNID linked)
Transfer Fire Emblem 3DS XL to Ambassador 3DS then transfer it to the blue no NNID one a week later. (keeps Ambassador status,Fire Emblem game, and any purchases made on the no NNID console)
[the only way to truly merge all 3 into an all-in-one console]
(if you feel confident enough, you can then swap the resulting all-in-one 3DS's board with the one in the Fire Emblem 3DS so you can have the all-in-one console be the Fire Emblem one instead)
(if ambassador console has NNID, these two options will work.
transfer no NNID console to the Fire Emblem 3DS XL (and lose the Fire Emblem progress and Purchase) then transfer the Ambassador one a week later (DO NOT create or link an nnid between this time)
(keeps ambassador and purchases from the no NNID console)
or
Transfer fire emblem 3DS XL to the no NNID console then then transfer the Ambassador 3DS XL one a week later (and lose the Fire Emblem progress and purchase) (keeps ambassador and purchases from the no NNID console)
or you could do a compromise and reduce your 3 3DS's to two by transferring either the Ambassador or the Fire Emblem one to the no NNID console and merging its purchases, then you only need to to use 2 3DS XL's over 3 and lose no purchases.
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as for transferring a North American 3DS to a European one (remember: NTSC and PAL do not apply to the 3DS or any handheld and should not be used over North American (NA) and European (EU) for describing console region) The answer is "no". Nintendo does not allow transfer between regions.
