Thank you for your help.
https://community.secondlife.com/knowledgebase/english/building-tips-r13/#Section__1
In this knowledge base, all coalesced objects are outlined by yellow lines. But when I edit the skybox, some parts are outlined by cyan lines, and other parts by yellow ones. Can this skybox still be coalesced objects?
If so, how can I link them up so that I can enlarge the entire parts? Once I start editing, "Link" command in Build menu is grayed out, and "Unlink" command is selectable. If I shift-click any part of the skybox, the whole parts get unselected.