So I am looking for a specific combo on a shaman, but none of the active imms have this combo available (and even if they did, it would require a different ethos than I wish to play).

Do I need to create a custom imm to satisfy my needs? How else might be go about circumventing this problem?

With a lot of the paths having an alignment and or ethos requirement to them, no matter how great of a 'chaotic imm persona' you create for yourself, you still won't get vengeance without being orderly. If you are gunning for some paths that do not have the align/ethos restrictions to them then you still run the risk of not getting 2 paths because it will be a creed/custom empowerment route which puts you less likely to receive a second path than a standard empowerment.

My understanding is that some Immortals let followers choose between their paths and others assign paths themselves. Going the non-traditional empowerment route probably means being subject to the approach of whichever Immortal deals with you (i.e., you will not know ahead of time).

Being able to have the specific combo of shaman paths one wants was not a design goal of the shaman revamp.