The Arcane Tomes actually make it pretty simple. Just select a combo in the list and, in the second menu, you can scroll through each required attack type, which will have a list of characters in your party and the attacks they've learned that can be used to activate that combo.
Simply pick one with a white or... I think it was blue color. White means your current party can perform it. Blue means you'll need to switch some skills around in your party... I think. I forget what yellow means. Maybe it means you need to switch party members out for it. It's fairly obvious once you're looking through the tome, but I don't really wanna go turn the game on right now.
Now for your specific example, A Thousand Deaths, that's AtkRank IV -> C-Skill IV -> C-Skill V. What that means is that you need to build a level 1 attack combo, then a level 2 off of that, then a level 3 off of that, then a level 4 off of that, then follow up with a C-Skill IV and then a C-Skill V to make it into A Thousand Deaths, a level 5 attack combo. Just go through the tome (or really, any combo listing, like this one
) and look at what your party is capable of performing. You can do any combo, even if it's not listed in the tome.
As an example of building a higher level combo, my party is Meu, Morrigan, York, and Marie. Marie won't be used for this example, though. I'm looking to do a level 6 attack combo. Looking at my available skills, I break down the progression like this:
Level 1: Delta Attack = Double Attack (Meu) -> Sonic Edge (Meu)
Level 2: Cross Orbit = Follow up previous combo with Double Attack (Meu) -> Sonic Edge (Meu)
Level 3: Magnum Shell = Follow up previous combo with Sonic Edge (Meu) -> Shell Kick (Morrigan)
Level 4: Execution = Follow up previous combo with Shell Kick (Morrigan) -> Necro Desire (Morrigan)
Level 5: Annihilation Sphere = Follow up previous combo with Necro Desire (Morrigan) -> Square Cross (Meu) or Null Form (York)
Level 6: Fanatic Rave = Follow up previous combo with Square Cross (Meu) or Null Form (York) -> Cloud Form (York) or Bulk Revenge (Morrigan)
Now by the last two, where I have options, I generally have to accommodate my AP. By the level 5 combo, Morrigan runs out and Meu can only use one Square Cross. If I pick her to finish it, York has to start the level 6 with Null Form. If I pick York to finish the level 5, she starts with Square Cross. The combos are very flexible. Of course, like I said, Morrigan is out of AP by this point, so using Bulk Revenge as the closer is pretty much never going to happen unless I Overbreak the enemy and get an AP refill, which is usually not possible on bosses, so York generally has to finish.
Hopefully that will give you enough understanding and information to help you determine how to perform the combos you want within your party. If not, come back here with more questions.