I get it. We hear things differently based on what we’re used to. It’s really hard to explain in writing. Problem is, the words I use for comparison may still sound different to you. So I can tell you marry rhymes with Harry, but to you, maybe that’s the same as hairy. (As a reference, listen to Brits say Prince Harry or Harry Potter. It’s how I say it and it’s different from hairy.)
To me, they are three distinct vowel sounds:
Mary = long A, as in air
marry = short A, as in axe or apple
merry = short E, as in egg
Or, to use similar words:
long A, as in bait
short A, as in bat
short E, as in bet
Do you pronounce bait, bat, and bet all the same? If so, then I can’t help you, sorry.