Hi Ricardo,
When there is Z-fighting, there are overlapping Faces. Merge By Distance fixes overlapping Vertices, but not overlapping Faces.
You are not going to like this, but the best advice I can give you, is to start over (with this part). You messed up at some point (Probably had an incorrect Selection, when you filled with F) and it is going to be a lot more difficult to find where and solve it, than to start over. You will also find, that the second time, things go a lot faster!