You have to specify \hsize like |>{\hsize=2\hsize}X|. If it is for three columns 3\hsize and so on. To be precise, take the \tabcolsep and one \arrayrulewidth in to account like
>{\hsize=\dimexpr2\hsize+2\tabcolsep+\arrayrulewidth\relax}
Code:
\documentclass[12pt]{article}
\usepackage{tabularx,lipsum}
\usepackage[table]{xcolor}
\begin{document}
\noindent
\begin{tabularx}{\textwidth}{|X|X|}
\hline
\multicolumn{2}{|>{\hsize=\dimexpr2\hsize+2\tabcolsep+\arrayrulewidth\relax}X|}{\sffamily Lorem ipsum dolor sit amet, }\\\hline
\rowcolor{blue!40}
\multicolumn{2}{|>{\hsize=\dimexpr2\hsize+2\tabcolsep+\arrayrulewidth\relax}X|}{\lipsum*[2]}\\\hline
\sffamily Lorem av:&\sffamily Ipsum:\\
foo&bar \\\hline
\end{tabularx}
\end{document}

As an example, for three columns you have to use
>{\hsize=\dimexpr3\hsize+4\tabcolsep+2\arrayrulewidth\relax}
as in
\documentclass[12pt]{article}
\usepackage{tabularx,lipsum}
\usepackage[table]{xcolor}
\begin{document}
\noindent
\begin{tabularx}{\textwidth}{|X|X|X|}
\hline
\multicolumn{3}{|>{\hsize=\dimexpr3\hsize+4\tabcolsep+2\arrayrulewidth\relax}X|}{\sffamily Lorem ipsum dolor sit amet, }\\\hline
\rowcolor{blue!40}
\multicolumn{3}{|>{\hsize=\dimexpr3\hsize+4\tabcolsep+2\arrayrulewidth\relax}X|}{\lipsum*[2]}\\\hline
\sffamily Lorem av:&\sffamily Ipsum:&\sffamily Ipsum:\\
foo&bar &bar\\\hline
\end{tabularx}
\end{document}
Here there are three columns, six \tabcolseps and 4 \arrayrulewidths. Of these 2 outer \tabcolseps and 2 outer \arrayrulewidths are retained (inside multi column) while the space for 4 \tabcolseps and 2 \arrayrulewidths have to be used.
\rowcolor, it won't fit the whole column. Do you know anything about that? – David Kristiansen Mar 31 '15 at 13:08\multicolumn{2}{|>{\hsize=\dimexpr2\hsize+2\tabcolsep}X|}{...}or you have too short lines. – egreg Mar 31 '15 at 13:18\newcolumntype{Y}[1]{|>{\hsize=\dimexpr#1\hsize+#1\tabcolsep+\arrayrulewidth\relax}X|}I see It's more going on than I thought.Thanks, I can work from here!
– David Kristiansen Mar 31 '15 at 13:37\arrayrulewidth. If you have n multi columns, then you have n+1 rules. You have to subtract all the rule widths except for the left most and right most ones. – Mar 31 '15 at 14:06