The answer is in this forum: https://answers.microsoft.com/en-us/msoffice/forum/all/mail-merge-on-a-password-protected-access-database/c2bfe4ec-ea6c-4287-9249-37a060e9d731
a. in Word, go to File->Options->Advanced->General (near the bottom of
the Advanced options)
b. check "Confirm file format conversion on Open"
c. re-open your Word Mail Merge Main Document
d. go through the process of connecting to the Access database again
(e.g. Mailings tab->Select Recipients->Use Existing List
e. Once you have selected the .mdb or .accdb, you should see an
additional dialog box titled "Confirm Data Source". For an ACCDB, only
one option will be displayed ("OLE DB Database Files"). In that case,
check "Show All". A number of other options should appear.
f. locate and select the option titled "MS Access Databases via DDE
(.mdb;.mde)", then click OK.
g. If the database is already open in Access, you should now see a
dialogue box with a list of tables/queries. Otherwise, Word tries to
start Access if it is not already running, then asks Access to open
the database. At this point, Access should prompt you for the database
password. However, it is possible that the dialogue box will appear
behind Word, so if you do not see it quickly, alt-tab to the Access
application and respond to the dialogue box. Then you should see the
list of tables/queries and you can proceed.