I had an idea for construct 2 that sort of covers this. Multiple layered object. So you could do all your detectors on one object, or have, for example, armor that breaks off, or do fighting game style hitboxes. It'd be more flexible and obviously useful than just multiple collision masks.
What I do right now (as a practical, but annoying solution) is have an object. I copy the animation I want to add hitboxes to and paste it on this object. I think Go over the sprite with boxes and trim out what doesn't fit right. Then I set animation speed to 0, and give it the same animation name.
Then every frame it's position is set to that of the player, it's animation is set to that of the player and it's frame of animation is changed to that of the player.
Then you modify the original animation and do this ALL OVER AGAIN, but hey, what can you do?
You COULD store all attack data in a 3d array and then make a mini app for creating hitbox data. Then they're made each frame! But thats a lot of work! But thats also the 'pro' way to do anything fighting game related.