"Is it possible to give a patient the best pill for each indication to offer the best protection,..? Or does a combined therapy like have to be tested first,..?"

Long story short, combo therapies w/o clinical trial are possible. But in order to unequivocally prove an additive or synergistic effect on a particular outcome, a combo clinical trial needs to be run. 

Of the four drug classes I previously mentioned (PCSK9, SGLT2 inhibitors, GLP-1R agonists, IL-1B antibody) there is very little overlap in mechanism of action or in modulated risk factors. PCSK9 lower LDL-C. IL-1B attenuates the IL-1B -> IL-6-hsCRP cascade. GLP-1R agonists and SGLT2 inhibitors both act to lower glucose and lower HbA1c, and these have been used in combination (reviewed here) to elicit "additive effects on improving glycemic control without the inconvenience and dangers of hypoglycemia. There are also synergistic effects on weight loss and blood pressure..." However, no cardiovascular or renal outcomes trials have been performed with the GLP-1R/SGLT2i combo to date. It is possible that some of the patients in BETonMACE will already be on SGLT2 inhibitor and/or GLP-1R agonist therapy since these are approved diabetes therapies. I doubt if any patients in BETonMACE are on PCSK9s, since patient in BETonMACE are on either rosuvastatin or atorvastatin for LDL-C control. The IL-1B antibody Canakinumab is not yet approved by FDA for CVD risk reduction, so combo therapies with canakinumab are a non-issue as of now.  

BDAZ