I think that if you want to backtest entering on some other values then bid/ask, you need tick data, right? Maybe minute data would work too, I am not sure.
Unfortunately that's quite expensive with options, especially if you need more stocks.
And if I am not mistaken, tick data wouldn't simulate exactly what would happen anyway, because when trading options, you know what price you get when you trade only, especially when there is a big spread.

As for combo trades, I think that Zorro handles each option separately. I don't know how to send combo orders.