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A Mega House is simply a title/term denoting a Fallen House becoming comprised of multiple other House's, House remnants, or Syndicates. It is canonically not called this, but is a term nonetheless referring to only the largest of the Fallen Houses created in the wake of the Siege from others.
The two known houses to be of this conjectural title are the House of Dusk which were formed out of sheer desperation upon the conclusion to the SIVA Crisis and losses suffered in the Eliksni siege. The house was formed from House of Devils, House of Wolves, House of Kings, House of Winter, and (presumably) members of House of Judgment.
The next known house to be of this conjectural title was the House of Salvation which was also formed out of a desperation, although different in nature. Unlike the prior 'Mega House', the House of Salvation had dedicated leadership and reflected that of the traditional houses before. It was form and comprised of members from House of Dusk, House of Devils, House of Wolves, and Kell's Scourge.
Known 'Mega Houses'