I know a couple who combined half each of their original surnames to create a new surname. I thought it was a cool idea, but of course won't work for everyone's names. Their "invented" name turned out to be a fairly reasonable surname that is probably in not-uncommon use in general, so that worked well for them.
I feel like that could kinda work for my wife's name and my name, but the possible new combinations still sound a little off to me. (We both kept our original surnames.)