Hi @cubalibre00 ,
As far as I know, you'll have to select all face/s in Set 1 and Set 2 in turn all edges to create a Weld.
It seems that there is no provision in dialog to create a continuous weld when there is a gap.
You can think of openeing an IR to neglect a gap on the faces with some provision, if you encounter with this situation often.
Otherwise your current workaround of using a Move Face is good one.