Shaykh Abdulshakur Brooks has a neat saying: "Do you want Pick or Fiqh?" Here's a classic example where combining things from two madhhabs results in an act that's invalid in all four:
Imam Malik considers a marriage contract valid as long as the wali is there. Two witnesses are not needed. (However, that's only for the contract; in order to proceed to consummation, the witnesses are needed.)
Meanwhile Imam Abu Hanifa requires witnesses but does not require a wali. A woman can represent herself.
If these two are combined, you have a marriage conducted with no wali and no witnesses. That's an invalid contract in all four madhhabs.
Fiqh is all about consistency in methodology in handling the evidences. This is why the end up with different results. Combining statements of fuqaha is like mixing two medicines that are both beneficial alone, but toxic when combined.