that's not a real combo, every one of the hits(besides the dthrow) is completely dependent on your opponent neither DI ing or teching
chances are the dthrow will be teched and then the whole thing will be out the window; and if it's not teched then there is a good chance the first shine will be DI'ed and you won't be able to follow up with a second shine
the combo is possible under the right circumstance, just don't count on it to be a staple of you gameplay. i know it may be harder playing against a cpu, but now you should go back and see what other combination of moves link together well so that you can better react to the different way opponents will try to escape your combos
edit: dthrow may also be the worst way to start this combo because it's an easy escape ..... you can easily replace the dthrow with a drill shine; nair > shine; or utilt