Hi Pradeep,
Different Payers is certainly a challenge for a single invoice! But a proforma doesn't need one, so it might be possible to create in the feeder system. Much better if you can do it there, since it will be difficult to combine transactional documents in GTS, and the "Shipment Consolidation" in the Plug-in offers a good interface.
You should work with your SD expert (unless you are also one) to tailor the combination requirements so that you can produce a single proforma from the group of Deliveries. The advantage could also be that you only create one Export Declaration, thus avoiding multiple broker fees.
Otherwise - to get back to your question - I don't know of any functionality in GTS to do it.
Regards,
Dave