When merging queries in Power Query, you can simply use multiple columns as a key (this can not be used when working with relationships in data model).

For example there is a list of items:

And we need to add their prices:

Both, items name and color, is going to be used for assigning. So how to do it?

When selecting columns, press Ctrl key. In columns headers you can see numbers, showing the order of how it was selected. The columns in both tables have to be, of course, selected in appropriate order.

The result look exactly as you would expect: