combo points should be lost on:
-targeting a new target
combo points should not be lost on:
-untargeting current target without selecting a new one <- afaik this works fine
-feign death, then getting a new target (hunters pet usually) because its attacking you <- this is a bug
to confirm the above you just need to look up rogue pvp movies from retail vanilla... shouldnt be too hard
EDIT:
As far as your combo point losses on warlocks go its a simple explanation... its your addon
The addon in the middle of your screen (enemy frames) that scans for enemy players is a private vanilla server addon which targets enemy players in range for a milisecond (to update their hp and stuff), and then goes back to your current target. You can probably figure out why this is an issue for a rogue unlike a mage for example
...