Here's the structure of the combo:
You must start the combo with a shine or anything that combos into shine and can lead into this after the shine, such as drill, nuetral aerial etc. It only works on certain characters who fall from shine For this thread, it's basically info on initiation on Fox and Falco) or characters that don't fall from shine but DIed so they do fall from shine. Some characters go further than others, Imyself am not exactly how sure, just look at Foxandfalco's shine guide, it might be in there, if not, look in any other guides on Fox, or the statistics list made by Mew2King. After shining them, WD out of shine (waveshine) then immediately jab them while they're on the ground. If you jab successfully, they should be unable to move and are forced to stand up in place, but if they are holding a direction, they wil roll that direction out of the initial combo, but I think they can't do that until a certain percentage, but It's not a very high one. They can also do a get-up attack if they are pressing a button that triggers that.. As they are getting up (Don't wait for them too though, at least not in the intitial combo) immediately do a falling shffld uair on top of them, this should pop them up behind you if they didn't DI It. This is when you usmash them from wherever they may be. If you performed this on a Fox/Falco from 0-Whatever % they're at now, you should be able to dash and catch them before they hit the ground with a grab, and then chain throw till you can't and do whatever from there, but the grab addition isn't part of the initial combo, just one of the many other ways of doing this combo and working different methods in, which I will explain later. There are several different ways to get out of this, but don't expect people who have never seen this to get out of it on purpose. You can hold down and tech the uair at low percentages, or smash DI and tech it at any percentage. I beleive they can DI the uair to far for you to reach, but only in one direction. Like I said before, they can hold left or right before the jab to roll that way. There are a few ways of getting out of it, but once you try it, you'll see how great it is. There are many ways of starting it and following it up, it's too good.
Basically: Aerial>shine>jab>falling uair>usmash="Thunders' Combo"