I thought we have to combine all those oto.ini files into one
When you make a multipitch bank, it creates a separate OTO.ini in each sub folder. However, if you're using UTAU-Synth on Mac, it creates one master oto_ini.txt in the main folder, and the filenames include the folder path. For example,
G3/ka.wav,kaG3,500,100,-600,60,30
C4/ka.wav,kaC4,500,100,-600,60,30
F4/ka.wav,kaF4,500,100,-600,60,30
So UTAU-Synth is still able to distinguish the same file name in different folders. In fact, filenames don't even matter a lot. You only ever call samples through aliases, especially with banks other than CV, so you can name the files anything you want. Arpasing actually names files by number, because putting the full phonemes in the file names is quite long, haha.