Westchester Medical Center and the struggling Sound Shore Medical Center are looking to affiliate in a plan that could affect thousands of workers and change the way health care is delivered in southern Westchester. Officials said the plan, which is still taking shape, will lead to some consolidation at three hospitals: the larger Westchester Medical Center in Valhalla, Sound Shore in New Rochelle and Mount Vernon Hospital, which Sound Shore manages. They stopped short of calling the plan a merger and said they have not yet worked out details. But they made clear that the move would involve merging and consolidating functions at the three sites.