I feel like Challenge Mode is a good place to start, especially with combo execution, but there are so many things - even basic combo-related things - that Challenge Mode just doesn't tell you. For example, to get Jin's 5b after his C DP on his corner loop, they have to be high, and the only way to get them that high is to slightly delay your B DP after the 6c. It doesn't tell you that, and it's incredibly difficult to figure that out just by watching the comp demonstrate it. Also, some of the combos in challenge mode are just oddly sub-optimal, and actually more difficult than better combos.
The thing is, the combos on Dustloop are great if you have perfect execution. Some of us don't. So take the combos on Challenge Mode, find the combos here, and alter them to make good combos that you can execute consistently. Always finishing a sub-optimal combo is much better than sometimes finishing an optimal combo.