Merlin spend the summer months in their breeding territories which in Britain are primarily the upland moors of the north and west but when the harsher weather comes they readily move in to more low lying south easterly areas and that is when we see them in Dorset. They do not, in general, migrate great distances but it is likely that some birds from northern Europe also come this far south in deepest winter. I was interested to learn from a tweet that the merlin likes to follow a hunting hen harrier ready to catch any small birds the hen harrier may flush and so the two are often seen together.
The weekly reports chart shows clearly the absence of merlin from Dorset in the summer months with just one report between week 13 at the end of March and week week 31 at the end of July. The early returning birds start to appear during the first couple of weeks of August but it is October when reports start to peak. After the initial surge the number of reports dies down somewhat and the are about half a dozen reports a week up to week 6 in mid February and then number tails off. They are never a common species and even in weeks when there are reports they can quite often be of multiple reports of the same bird.
There are reports from thirty five locations but many of these are just a single record and these will be of birds moving through. The highest number of reports come from Hartland Moor and neighbouring sites and this is obviously where one, or possibly more, is spending the winter. Portland and the Fleet also see merlin more often than many other places.
Hartland Moor in late autumn and early winter would seem your best opportunity to add merlin to your Dorset list.