Technically you can merge things into loop, by manipulating its posts field (such as $wp_query->posts for main query). WP has it in public for visibility and access, as it tends to.
However it’s not that common technique, less so if you are considering injecting something that is not actually posts.
It is more common for such output to check and output additional data within the loop iterations. The most typical example is accessing $wp_query->current_post counter to do things like “output after every third post”. But it’s up to you really what to check and what logic to incorporate.