Merging DEMs in QGIS?

Not the first problem I’ve had with DEMs in QGIS 3.4. Trying to merge 6 DEM tiles together into one. Process for this is simple: go to Raster –> Miscellaneous –> Merge. Once in the menu, select which input files and then select a destination output folder. I get an error that reads like this:

Processing algorithm…
Algorithm 'Merge' starting…
Input parameters:
{ 'DATA_TYPE' : 1, 'INPUT' : ['/Users/nickreale/Documents/Micro Atlas/Chiang Mai/Mapping Data:Info/NorthernThailand/ThaiDEM300_0000240000_0012000000.asc','/Users/nickreale/Documents/Micro Atlas/Chiang Mai/Mapping Data:Info/NorthernThailand/ThaiDEM300_0000480000_0012240000.asc'], 'NODATA_INPUT' : None, 'NODATA_OUTPUT' : None, 'OPTIONS' : '', 'OUTPUT' : '/Users/nickreale/Documents/Micro Atlas/Chiang Mai/Mapping Data:Info/NorthernThailand/northai_1.tif', 'PCT' : False, 'SEPARATE' : False }

GDAL command:
gdal_merge.py -ot Int16 -of GTiff -o "/Users/nickreale/Documents/Micro Atlas/Chiang Mai/Mapping Data:Info/NorthernThailand/northai_1.tif" --optfile /var/folders/42/ld6ywf2d5dsb3g3khrd5j1840000gn/T/processing_69556a0719924167983e1a32cdfe7121/mergeInputFiles.txt
GDAL command output:
/bin/sh: gdal_merge.py: command not found

Execution completed in 0.08 seconds
Results:
{'OUTPUT': <QgsProcessingOutputLayerDefinition {'sink':/Users/nickreale/Documents/Micro Atlas/Chiang Mai/Mapping Data:Info/NorthernThailand/northai_1.tif, 'createOptions': {'fileEncoding': 'System'}}>}

Loading resulting layers
The following layers were not correctly generated.<ul><li>/Users/nickreale/Documents/Micro Atlas/Chiang Mai/Mapping Data:Info/NorthernThailand/northai_1.tif</li></ul>You can check the 'Log Messages Panel' in QGIS main window to find more information about the execution of the algorithm.

I’ve alternatively tried to do this with just two of the 6 DEMs from my folder, thinking that maybe 6 files together were too large.

How do I proceed?