Union of two Non deterministic Finite automata

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How to perform union of two NFAs. This question is from Peter Linz's book.

Find an NFA with four states for $L=\{ a^n \ | \ n \geq 0 \} \cup \{b^n a \ | \ n \geq 1\}$.

Now Considering the first part as $L_1$ and second part as $L_2$ I am enclosing the solution.
The problem is I can't make out how strings like $\{\epsilon,a,aa,aaa,\dots\}$ are getting accepted in the final NFA.

Please help me to interpret the solution.

Union of two NFAs