Currently I am using 2 power supplies (6V for pca9685 and 9V for arduino and motor shield). I want to combine them and just use one of 12V maybe.
I have read a lot of on the forum but nothing clear. Some say that you can just connect the psu to both, some say that this is not the best option and you may burn something.
So I am searching for the best way to power 2 or more different components of the arduino requiring separate voltage. How I turn my 12 volts to stable 6+6 and have enough current power to run the motor on the motor shield and the servos on the pca9685
pca9685 suggests you're using servos, as the chip itself no doubt runs at 5V (from the Arduino).
Easiest: one whatever-V supply that's a suitable voltage for your servos & motors, and a buck converter to produce 5V for the Arduino and anything else that needs 5V.
Not as long as you make sure the power supply can comfortably supply stall current for those servos, the buck converter can comfortably supply enough current for what the Arduino and other 5V parts need, and all wiring is thick enough, etc.