You do not "declare" arrays or anything else in python. You simply assign to a (new) variable. If you want a multidimensional array, simply add a new array as an array element.

arr = []
arr.append([])
arr[0].append('aa1')
arr[0].append('aa2')

or

arr = []
arr.append(['aa1', 'aa2'])

You haven't created three different empty lists. You've created one empty list, and then created a new list with three references to that same empty list. To fix the problem use this code instead:

listy = [[] for i in range(3)]

Running your example code now gives the result you probably expected:

>>> listy = [[] for i in range(3)]
>>> listy[1] = [1,2]
>>> listy
[[], [1, 2], []]
>>> listy[1].append(3)
>>> listy
[[], [1, 2, 3], []]
>>> listy[2].append(1)
>>> listy
[[], [1, 2, 3], [1]]

Use np.concatenate:

import numpy as np

x = np.zeros((5,2))
y = np.array([[1,2]])
result = np.concatenate((x,y), axis = 0)

You can iterate through the items of the lists and then add them to your masterlist:

a = [[1,2,3],
     [1,2,3]]   
b = [[4,5,6],
     [4,5,6]]

masterlist = []

for aa,bb in zip(a,b):                 # loop over lists
    for itema, itemb in zip(aa,bb):    # loop over items in list
        masterlist = masterlist + [[itema, itemb]]

output:

[[1, 4], [2, 5], [3, 6], [1, 4], [2, 5], [3, 6]]