It doesn't seem like opt can be piloted to produce the output you would like, so most likely you will want to post-process its output -- the heavier alternative would be to write a C++ LLVM module.

There may be several ways to go about this. Graphviz files can reference one another (e.g. this is how OTAWA handles it), so you can have the callgraph file referencing each of the CFG files.

If this isn't satisfactory and you must have a single visual, you will want to merge the files indeed. You will need to ensure some nodes have different names, and some others' names at the contrary should match. This StackOverflow question may be a useful read: Merging graphs in Graphviz