is there a points cost or set limit? i know there's some pretty mean thors

the combined figs need to cost less than the trio. i assure you, start with 3 figs bigger than 400 or 300 and merge them if required. merge is free and you can still split to the single figs as long as theyre the same 3 you started with.

i intendo to use SI Ironman, CW Thor and CW CTD Captain America.

can you do me a favor and link me to the split/merge rules? I wanna make sure i can check them out when this needs to be brought up

Download the latest PAC (see rules link in my signature). They are in the combat abilities section.