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In this paper, we investigate the anomalous dispersive relations, inverse scattering transform with a Riemann-Hilbert (RH) problem, and fractional multi-solitons of the integrable combined fractional higher-order mKdV (fhmKdV) hierarchy, including the fractional mKdV (fmKdV), fractional fifth-order mKdV (f5mKdV), fractional combined third-fifth-order mKdV (f35mKdV) equations, etc., which can be featured via completeness of squared scalar eigenfunctions of the ZS spectral problem. We construct a matrix RH problem to present three types of fractional N-solitons illustrating anomalous dispersions of the combined fhmKdV hierarchy for the reflectionless case. As some examples, we analyze the wave velocity of the fractional one-soliton such that we find that the fhmKdV equation predicts a power law relationship between the wave velocity and amplitude, and demonstrates the anomalous dispersion. Furthermore, we illustrate other interesting anomalous dispersive wave phenomena containing the elastic interactions of fractional bright and dark solitons, W-shaped soliton and dark soliton, as well as breather and dark soliton. These obtained fractional multi-solitons will be useful to understand the related nonlinear super-dispersive wave propagations in fractional nonlinear media.