In Movie Edit Pro 17, I have just split a scene in the wrong place. My "undo" will not go back to the state when the two scenes were one. How do I rejoin the two scenes into one again? - so that I can split it in the right place this time.
MEP is a 'non-destructive' editor. Your clip isn't really cut, simply the editor has noted where on the timeline you wanted your clip to be treated as two independent pieces eg to delete one or move it elsewhere. You can't literally remove the cut but you can easily restore your original by dragging out one of the cut ends.
Place the cursor over the cut and it will change from a big arrow to a pair of vertical lines with two arrows something like this <||>. Now you can drag the cut to the end of the clip and it will be gone as one of the halves is lengthened as the other is shortened to nothing.
Some notes: You can also drag an end to shorten or lengthen a single clip -- sometimes faster than making a cut and deleting a piece. Also check which 'mouse mode' you are using as 'stretch' mode (cursor is a bit of film with two arrow like this <[ ]> ) does something different.