Create a transaction from addresses A and B sending to address C
You are right in how your transaction should look like. However, you are getting confused since you are looking for the wrong concept. 

You are not sending funds to a multisig address, that is an address shared by multiple users in which some of them need to sign a transaction or order to spend funds from the address. You are (if I've got it right) willing to spend funds from two different addresses (A and B) in order to send funds to a third address: C. 

Therefore, what you should build is a transaction with inputs from both addresses A and B, in which each input may be sign by the corresponding address from the latter two.