I have used snippy package for SNP calling and later on used those for pyseer-GWAS analyses. But it seems that this command of bedtools cannot read the vcf files.

bcftools merge -m none -0 -O z *.vcf.gz > merged.vcf.gz
I am getting this error:
bcftools: Relink /root/miniconda3/bin/../lib/./libgfortran.so.4' with /lib/x86_64-linux-gnu/librt.so.1' for IFUNC symbol `clock_gettime'
Failed to open 100010367.vcf.gz: could not load index
Is there anyone having this kind of experience with pyseer before?
Is there any problem with bedtools or vcf files?
Regards
                        
After your reply, I have used other packages to generate indexed vcf file.
vcfcombine *.vcf > merged.vcf (I guess there was some issue with bedtools)
bgzip -c merged.vcf > snps.vcf.gz
tabix -p vcf snps.vcf.gz 
Thanks for pointing out the direction. 
                        
Actually there was some issue with the bedtools/bcftools compiling code and installation. Previous wrapper tool also used bedtools for indexing and compression. While re-indexing I figured out this point and I used different tool to combine, compress and indexing. Also thanks for explaining the bgzip core concept.