I found this on Reddit, It might help with an Airtight Modular Design.
http://www.reddit.com/r/spaceengineers/comments/35mrim/airtight_docking_solution/

As far as I know the merge blocks are still not a block that is handled as airtight by the game

Is it fixed yet?

It would appear that merge blocks are not airtight. This is a major issue because without the merge blocks being used as they are, this ship system essentially doesn’t work. So, for the time being (until hopefully Keen makes them airtight), these ships will not have pressurization. I started building these before they introduced air so I hadn’t planned for it but hopefully it can be fixed in the future!

We searched around and tried to see what what might cause the problem but we haven´t found the problem. I am pretty sure its the windows facing a weird way because the windows are pretty random. http://forum.keenswh.com/threads/which-blocks-are-airtight.7341642/#post-1286593386

That was one of the “Kinks” to which I was referring in the video. It may be the windows, or something else. I haven’t gotten a chance to yet, but I’ll be going back soon to correct the problem so that the whole ship can be pressurized. Sorry for the inconvenience and thanks for checking out the ship!

We built this ship in survival but we dont seem to get oxygen in the corridors. Is there something with the windows?

oh, okay, Can you also make a landing pad for the central part, where the top or bottom can open with the sealable hangar doors? I would love a fighter sized hangar.

You didn’t do anything wrong. Like I mentioned in the video: “still working out the kinks with the oxygen system”. I need to go back and change a few things to make it airtight. I’ll be doing that pretty soon and I’ll update here as soon as I do! Thanks for checking it out.

I pasted them on

Hi, I stuck all the modules and locked them on, with doors shut and a tiny bit of deforming in the mergers, but the oxygen still will not seal, What did I do wrong, I added refinery, assembler, small hangar, and large cargo in, forward centre, back centre, left, and right respectively