Sync music on phone and computer Getting dreaded "Are you sure you want to remove existing music, movies, TV shows, and books from this iPhone and sync with this iTunes library"

You're not getting an error, but a warning that your sync is just going to remove any media already on the phone (most likely, the phone was synced to a different library). All of your sync comes from the main machine (your computer) to your phone. So iTunes will be the "record of truth" and you can sync the entire library or individual playlists, etc. right in iTunes. If you don't use Apple Music, click on the device in iTunes and navigate to music for your sync options.

What libraries are you trying to combine?

No. All that does is transfer purchases made on device to your computer. Of course, you can also download the purchase from the iTunes Store on your computer.