How to merge SMS threads from same contact with different numbers?

I'm looking for a way to do the following: I have a contact with 2 numbers. He sends me messages through one number and I have to reply to the other one. I want to merge the threads and have a number to send by default.

I have a Samsung Galaxy S2 with stock ROM Android 4.1.2. I use the default texting app which I think does not allow me to do this.