It's possible to hit every note but still break your combo, it's to do with the slider ticks I believe (Those little dots/stars during a slider?). I don't know for sure, but I think if you miss one of those it breaks your combo, but doesn't count as a missed note. I've done it hundreds of times before by simply not applying enough pressure to the key that I'm pressing at the time during a slider, and so for a split second I am no longer holding the note, hence I miss one of those 'ticks'. But if you reapply the key before the slider end it doesn't count as a missed note, I believe it's only slider starts and ends that are classed as miss-able notes.
I could be totally wrong however, but that's my understanding of it.