Strategic management of populations of interacting biological species routinely requires interventions combining multiple treatments or therapies. This is important in key research areas such as ecology, epidemiology, wound healing and oncology. Despite the well developed theory and techniques for determining single optimal controls, there is limited practical guidance supporting implementation of combination therapies. In this work we use optimal control theory to calculate optimal strategies for applying combination therapies to a model of acute myeloid leukaemia. We consider various combinations of continuous and bang-bang (discrete) controls, and we investigate how the control dynamics interact and respond to changes in the weighting and form of the pay-off characterising optimality. We demonstrate that the optimal controls respond non-linearly to treatment strength and control parameters, due to the interactions between species. We discuss challenges in appropriately characterising optimality in a multiple control setting and provide practical guidance for applying multiple optimal controls. Code used in this work to implement multiple optimal controls is available on GitHub.