If what you mean by saying “[he] does not exit ihram afterwards” is that he did tawaaf and sa‘i for ‘umrah, and shaved his head or cut his hair, but he did not take off the ihram garments; rather he entered ihram for Hajj straight away, in the ihram garments he had worn for ‘umrah, there is nothing wrong with that, because he is doing tamattu‘, and he finished the actions of ‘Umrah then entered ihram for Hajj. So his ‘Umrah is valid and so is his Hajj. But if he entered ihram for Hajj before the day of at-Tarwiyah (8th Dhu’l-Hijjah), then he was too hasty, but the most that can be said is that he went against the Sunnah by hastening. However there is no blame for that, and he has to offer a sacrifice because he is doing tamattu‘, just like anyone else.
But if what you mean by saying “[he] does not exit ihram afterwards” is that he joined Hajj to his ‘Umrah after he did tawaaf and sa‘i for ‘umrah and before shaving his head or cutting his hair, then in this case there is a difference of scholarly opinion concerning the matter. The most well-known view in our madhhab is that his Hajj is not valid, because it is not valid to join Hajj to ‘Umrah after starting the tawaaf of ‘umrah, because he began the process of exiting ihram for ‘Umrah by doing that. This was clearly stated by the fuqaha’ (may Allah have mercy on them) – except in the case of one who has a hadiy (sacrificial animal) with him.
There is a second opinion which was mentioned by al-Muwaffaq in al-Mughni and others, which is that his Hajj is valid, but he must offer a compensatory sacrifice, and thus he will be doing qiraan (‘Umrah followed by Hajj without exiting ihram in between). It says in al-Mughni (5/244): If he enters ihram for Hajj before cutting his hair, then he has joined Hajj to ‘Umrah, so he is now doing qiraan. End quote. However it should be noted that al-Muwaffaq had previously stated that this is not valid.
The scholars were not certain about that comment. Some of them said that this was forgetfulness on the part of al-Muwaffaq (may Allah have mercy on him), and others said that it was not forgetfulness; rather he followed a different opinion. Yet others said that what is meant is the one who has a hadiy with him. The view that his Hajj is valid is the view of the Maalikis and those of the Hanbalis who held this view: al-Muwaffaq in al-Mughni, and the authors of ash-Sharh al-Kabeer (3/424), al-Mustaw‘ib (4/291) and al-Mubdi‘ (3/327). It was also the view of Shaykh Abu’l-Mawaahib and Shaykh Sulaymaan ibn ‘Ali, who mentioned it in Mufeed al-Anaam and favoured this view in cases where the person forgot or was ignorant of the ruling, but he has to offer a compensatory sacrifice for having not shaved his head or cut his hair (following ‘Umrah). And Allah knows best.
Shaykh ‘Abdullah ibn ‘Abd al-‘Azeez ibn ‘Uqayl.
Shaykh Ibn ‘Uthaymeen (may Allah have mercy on him) favoured the view that his Hajj is valid and he is (still) doing tamattu‘, based on his intention. But he has to offer a sheep because he omitted one of the obligatory acts of ‘Umrah, namely shaving the head or cutting the hair. He (may Allah have mercy on him) was asked: If the one who is doing tammatu‘ forgets to cut his hair, then he begins Hajj and remembers after beginning Hajj, what is the ruling?
This is a serious matter. Some of them said that his Hajj does not count, because he entered ihram for Hajj the wrong time. If he wanted to do qiraan, he should have entered ihram for Hajj before doing tawaaf. So now he is not doing qiraan or tamattu‘. But what we think is that he is doing tamattu‘, but he must offer a fidyah for failing to cut his hair, and his Hajj is valid, in sha Allah.
End quote from Fataawa Ibn ‘Uthaymeen (22/474, 475)
And Allah knows best.