For visa-free transit, OP can also fly KBL-DEL-Gulf-CMB, which is out of the way but far less of a hassle than making a TWOV non-interline connection.

The reason the website is erroring out is because ex-KBL combinable fares are point-of-sale restricted, while DEL-CMB must be issued in India. No travel agent will be able to price this. I'd be surprised if even AI can price this - they'll have to issue segment-select tickets or override point-of-sale requirements.

Rephrased in English: the KBL-DEL ticket needs to be bought in KBL. The DEL-CMB ticket needs to be bought in India. Since AI.com can't issue a ticket in both KBL and DEL, it is erroring out. Calling AI or visiting an ATO/CTO may do the trick, but you might also just be stuck with 2 tickets.