merging an array to an existing array using add_filter

You are overwriting $args in add_yourself_to_some_examplehook(). Based on what you’re saying you want to achieve, you should be appending the new item instead:

add_filter( 'some_example_hook', 'add_yourself_to_some_examplehook' );
function add_yourself_to_some_examplehook($args) {
    $args[ 'Hello5' ] = 'HELL4'; // <-- Note the syntax here.

    return $args;
}