For your specific question, a simple choice is to use ‛Never‛ and ‛StartWith‛:
Observable.Never<int>().StartWith(5)
But for the more general case of "I have an observable sequence that will produce some results and eventually complete and I want to change it so it does not complete" (of which your question is a special case), your Concat idea is the way to do it
source.Concat(Observable.Never<int>());
or
Observable.Concat(source, Observable.Never<int>());