SQL Server UNION ALL Merge Join (Concatenation) too slow - sql-server

Question

I have a select query which utilizes UNION ALL keyword on two tables with same structure (columns and primary key, they have different non-clustered indexes). These two tables contain 39 million rows, a million in one and a 38 million in the other. When running a query just on a table1 which has a million rows, it takes approximately 0.2 seconds, on table2 we have a different situation it takes from 0.5 to 1.2 seconds maximum, depending on the stress of DB.
In reality, for displaying I need to union those two tables, but the problem is that the union query takes a whopping 8 seconds to run. When taking a look at execution plan, the most heavy operation is Merge Join (Concatenation) with the cost of 91%, I am little bit concerned as the WHERE clause I'm running selects 51 entries from table1 and 0 entries from the table2 (larger table).
I can't get my head around it, I've been trying to find any solutions to my problem for last two days now and all I found was either UNION being used instead of UNION ALL or unnecessary clauses being in place like GROUP BY or LEFT/INNER JOINS. Query also does paging, using this commands ORDER BY [Id] DESC OFFSET 0 ROWS FETCH NEXT 25 ROWS ONLY;, all tests (on single tables and with UNION ALL) were performed with paging (OFFSET and FETCH NEXT) keywords in place.
If required, I can provide the table details and query details. It a simple select query with 2 INNER JOINS and 2 LEFT JOINS all of the joined tables contain really small amount of data (ranging from 50 entries to 20K entries).
Here's the query
SELECT *
FROM (SELECT tr.Id,
tr.Amount,
tr.TypeId,
t.Name AS [Type],
tr.Date,
tr.ExternalKey,
tr.ExternalDescription,
tr.GameId,
tr.GameProviderId,
gp.Name AS GameProvider,
u.Username,
u.Pincode,
gp.Name,
g.GameName,
u.OperatorId,
tr.BalanceBefore,
tr.BalanceAfter,
tr.UserId
FROM (
SELECT *
FROM dbo.ActiveTransactions at
WHERE ( 1 = 1 )
AND ( [Date] >= '2017-07-17 20:00:00' )
AND ( [TypeId] != 10 )
AND ( [UserId] = 29041 )
UNION ALL
SELECT *
FROM dbo.TransactionHistory th --WITH(INDEX(IX_TransactionHistory_DateType_UserId))
WHERE ( 1 = 1 )
AND ( [Date] >= '2017-07-17 20:00:00' )
AND ( [TypeId] != 10 )
AND ( [UserId] = 29041 )
) AS tr
INNER JOIN dbo.Users u ON tr.UserId = u.Id
LEFT JOIN dbo.GameProviders gp ON tr.GameProviderId = gp.Id
LEFT JOIN dbo.Games g ON tr.GameId = g.GameId AND tr.GameProviderId = g.ProviderId
INNER JOIN dbo.Types t ON tr.TypeId = t.Id ) AS t
ORDER BY [Id] DESC OFFSET 0 ROWS FETCH NEXT 25 ROWS ONLY;

Answer 1

This is an educated guess: without knowledge of indexes or execution plan on what the engine is actually getting caught up on.
Consider: Doing the union after the joins/filters instead of before: you have to repeat the joins but you may gain some index efficiency's lost in a unioned set processing.
In this case I created two CTE's and then unioned them.
as I'm unable to really test this, I may have some syntax errors.
WITH cte1 AS
(SELECT tr.Id,
tr.Amount,
tr.TypeId,
t.Name AS [Type],
tr.Date,
tr.ExternalKey,
tr.ExternalDescription,
tr.GameId,
tr.GameProviderId,
gp.Name AS GameProvider,
u.Username,
u.Pincode,
gp.Name,
g.GameName,
u.OperatorId,
tr.BalanceBefore,
tr.BalanceAfter,
tr.UserId
FROM (
SELECT *
FROM dbo.ActiveTransactions at
WHERE ( 1 = 1 )
AND ( [Date] >= '2017-07-17 20:00:00' )
AND ( [TypeId] != 10 )
AND ( [UserId] = 29041 )) AS tr
INNER JOIN dbo.Users u ON tr.UserId = u.Id
LEFT JOIN dbo.GameProviders gp ON tr.GameProviderId = gp.Id
LEFT JOIN dbo.Games g ON tr.GameId = g.GameId AND tr.GameProviderId = g.ProviderId
INNER JOIN dbo.Types t ON tr.TypeId = t.Id ) AS t),
CTE2 as (
SELECT tr.Id,
tr.Amount,
tr.TypeId,
t.Name AS [Type],
tr.Date,
tr.ExternalKey,
tr.ExternalDescription,
tr.GameId,
tr.GameProviderId,
gp.Name AS GameProvider,
u.Username,
u.Pincode,
gp.Name,
g.GameName,
u.OperatorId,
tr.BalanceBefore,
tr.BalanceAfter,
tr.UserId
FROM (SELECT *
FROM dbo.TransactionHistory th --WITH(INDEX(IX_TransactionHistory_DateType_UserId))
WHERE ( 1 = 1 )
AND ( [Date] >= '2017-07-17 20:00:00' )
AND ( [TypeId] != 10 )
AND ( [UserId] = 29041 ) as tr
INNER JOIN dbo.Users u ON tr.UserId = u.Id
LEFT JOIN dbo.GameProviders gp ON tr.GameProviderId = gp.Id
LEFT JOIN dbo.Games g ON tr.GameId = g.GameId AND tr.GameProviderId = g.ProviderId
INNER JOIN dbo.Types t ON tr.TypeId = t.Id) AS t
)
SELECT * from CTE1
UNION ALL
SELECT * from CTE2
ORDER BY [Id] DESC OFFSET 0 ROWS FETCH NEXT 25 ROWS ONLY;