Keith: I'm not sure an advanced tutorial makes sense for this topic, and I don't think I'd really call it advanced. It also only really applies when you have this specific distinction in the objectives, which is really special casey; players are likely to only need to use it in this one place, unlike all of the other tactics in the tutorials. I think it's a good candidate for some text in the level, though.
Somenetguy: Basically, if chain A causes chain B to happen, then chain B is one level deeper than chain A. You need a combo that has 3 chains in it but isn't 3 deep, so you can't have chain A cause chain B, which then causes chain C, since that would be 3 levels deep (A is 1 level deep, B is 2 levels deep, and C is 3 levels deep). You need A to directly cause both B and C so that they're both just 2 levels deep. The key idea here is that the number of chains in a combo and the depth of that combo are entirely separate; depth is the distance of a chain from the start of the combo in chains, while the number of chains is more the size of the combo. When you clear a chain and it says something like x5, that means that chain is 5 levels deep in the combo, but the combo itself may have had more than 5 chains in it.
What you want to do is have it so that when your first chain clears, it drops 2 blocks that each start a chain. Just make sure that neither of those start another chain and you'll meet the win objective without hitting the lose objective.
I hope that helps, but if you still don't understand, please ask a specific question so I can try to clear up your confusion.