Blocking an external door and increasing size of window - lintels and cavity question

[andreas]

We are going to block an external doorway up. It is right in the very corner of a room. LHS of door is just a continuation of the perpendicular internal wall. It looks shite and never gets used. We are also thinking about increasing the size of the window that is beside it. There are two separate lintels at the moment, for door and window as shown in sketch. (the pillar between is only 300mm, if only they had put one lintel all the way across)

If we build the doorway up in cinder block to match existing, could we just cut the existing door lintel shorter by about 300mm, remove the lintel in place above the window and rest a new lintel across, removing the pillar, or would we have to dig the lintel out the wall to the left of the door and put it all the way across?

I have never blocked a door up before so I watched some videos. Some of them cut the cavity return to create a continuation of the cavity. In others they do not bother, they just build up and leave the cavity closers in place. Is there a rule on this, or any reason to do / not do it besides the obvious cold bridge? The house construction is cinder block internal and brick external, the cavity closers in this case is cinder block returns with a DPC between it and the outer skin.