I think the Visitor ID dimension returned by Data Warehouse is exactly what you need to check. However, this may not be the easiest way to validate that the sessions are merged for the same visitor.
What I would do is to build a few beacons with Visitor ID and pageName as follows:
1) ....&pageName=visitor12345&vid=12345&...
2) ....&pageName=visitor12345&vid=12345&...
Then i would run them in different incognito browser windows.
Once the data is processed the number of Unique Visitors for the page visitor12345 should equal 1. This validation can be done in Analysis Workspace, for example.