Hm, I haven't really had to deal with this problem before but it's starting to become slightly annoying now. I'm working on a little project and I have a few parts of the design that I want to have the effect of the Overlay layer blending mode. However, if I try to merge it with a blank layer, it just reverts it to the Normal layer blending mode. I then tried to make the blank new layer the same blending mode (Overlay) and tried merging that, but nothing. I went as far as making a new file, putting the basic image in there, applying the same layer styles, and just saving it but that didn't work either. I wouldn't really have this problem if the blending mode were Soft Light since a low opacity Normal can kind of reach the same effect, but in this case, I'm stuck.