Wiring Combination Switch GFCI Outlet
I'm guessing one of the red/white pairs is the line (from the panel), and the other set is a feeder to the rest of the circuit. You'll have to determine which set is the feeder from the panel, and where the other set goes and whether or not you want to GFCI protect it.

If this is true, you should connect them both to the line side hot terminal of this device as well.



Edit - Picture of end result