Additional cubeList.merge capability to extend AuxCoords and AncillaryVariables #4335
Description
✨ Feature Request
When merging cubes with auxillary coordinates or ancillary variables (which I'm just going to shorten to AuxCoords for the rest of this description), that vary over the cubes, it would make sense to permit the values in these coordinates to be different, and to create a higher dimensioned coordinate in the resultant cube.
e.g. Merging a set of cubes that each contain windspeeds at different heights at a specific lat/lon (lat/lon stored as scalar coordinates). An ancillary variable could be present on each cube along the height axis storing the time that the windspeed was measured, which would be different in each location.
Currently, the merge to produce a 3D cube (with dimensions height, lat and lon) will fail because the ancillary variable has different values in each cube. My proposed change would mean that merge could be told to create a 3D ancillary variable on the resultant cube that stored the time windspeed was measured for every point.
Motivation
This was motivated by a support request in which a similar process to the one above was being attempted. Current workaround is to make the cube without the variable, create it separately and then add it to the merge result.