If you're using Windows and don't have access to any online converters, you can convert and merge GIFs to PDFs using the built-in Photo application. You can do this by following the steps below:
Step 1: You can print your GIF images by opening the file where they are stored, right-clicking on them, and selecting Print from the context menu that appears.
Step 2: Select the GIFs you want to convert, then click Print.
Step 3: On the next window, select Microsoft Print to PDF from the drop-down menu under the Printer tab. Set the Paper size and Quality as desired, then rename and save your file on the Save Print Output As window.