Looking through the rulebook, it seemed like KoMT could combine his attack with other characters attack under the ranged keyword ruling. But the general rules for attack are listed in the combat phase. My thoughts lean towards being able to combine his attack, as it specifically states on his card that he engages the enemy first. The definitions for combining attacks alway reference the need to have a player engaged with an enemy first. If fantasy flight wanted to make it clear about the inability to combine attack they could have just switched the order of engagement/attack and it would have been unambigous. Any thoughts on the subject?

At no point in the KoMT text does it grant the ability to exhaust multiple characters for this special attack. The ability is a response effect which means it must be fully resolved, as per the triggering condition outlined in the card text, before other effects can take place.

That text specifically states that you only exhaust KoMT to declare that specific card as an attacker.

A similar ruling has been made on Quick Strike which reads:

Action: Exhaust a character you control to immediately declare it as an attacker (and resolve its attack) against any eligible enemy target.
That ruling states that when that event is used it only goes for one attacker.