Getting down to business.
What are you to do?
The shape builder tool to the rescue! You just select the shapes you want to join, as shown above, and use the shape builder tool.
And, using the tool, drag across the shapes to create the shape you want. The shapes that are going to join will turn a dark grey. The line show is the line I used to create the shape in the next picture. That actually shows. So it's pretty helpful.