Load feed goes to the common on the switch. White with the load feed keeps going to the whites of the combo. Black or red from the side terminals to the respective black connections in the fan junction box. All grounds get tied together.

You need a four wire with ground between the switch and fan. If you are going to use all -2 wire use 14-2 otherwise you'll never get the switch in the box.

From the load side of the GFCI to the switch - hot (black) wire to the common. From the switch, the three 12/2 cables going out. Black wire connected to each of the three screws. Connect the white (neutral) coming in from the GFCI to the three neutrals going up to the fixture. Label everything so you don't get confused up at the fixture. Make up your connections at the fixture. Ground wires need to be connected in each box and to the devices/fixtures.

You need to consider box fill with that many cables you'll need somewhere around a 23 sq. in. box. That rules out any kind of rectangular "switch" box. You'll need to use a deep 4" square box and a mud ring.