Merchants stay around usually for at least a couple of months, while liasons prefer to leave as soon as their business is concluded. I'm not sure why you wanted to drive the merchants away so badly, but in general traders tend to fare badly and buggily if you do things like seal them in a closed room or deconstruct the depot they're trading at. Try rebuilding the depot, and they might return to trade and then leave...or maybe not. Maybe they'll go insane. who knows?
As for taking their goods, everything in your fort belongs to you except for things in the inventories of people who aren't your dwarves. When merchants reach your trade depot, however, they deposit their stuff in the trade depot, which distinguishes between the traders' property and your own - thus deconstructing it destroys that distinction, and when the trade depot is gone all the goods within are immediately claimed by your dwarves.
The result of this, however, will be exactly the same as any other method of stealing from caravans (such as hungry dwarves swiping food, or you commanding them to seize the traders' stuff) - the traders will put up no resistance whatsoever, but their civilization will get angry at you when they return with tales of your theiving dwarves. That said, if you don't care about that, and are willing to endure the everlasting hate of humans and elves and even your fellow dwarves, don't go through the trouble of constantly rebuilding and deconstructing, simply seize the traders' goods.