Go to a gym that teaches all of the above. Talk with the trainers and let them know what you want to do. Try all the classes. They will lay a plan out for you. Then go from there. A good "MMA" class will cover everything but will not focus on one thing unless you want it to.
Yes taking seperate classes will have you doing one thing at a time. But you may not have the time to be at the gym 6 hours a day like some are.
I have had success doing just 3 MMA classes a week and sparing/rolling while Im not at class or waiting for the next class with my trainers and partners. Mind you I would show up 3 hours before a class to do that.
Bottom line you need time
Credit to M.C !!