Found this comment on GitHub; https://github.com/robconery/massive/pull/50 - with the following comment from Rob;
(...) I've had this discussion with others (using SubSonic) with
respect to composite keys and to be honest - that's more code than I'd
like to use to support what I consider an edge case (and not a
terribly good database design outside of many to many joins)
So it seems that composite keys will not be supported. And I can totally see the reasoning behind it. Luckily we're in control over the database, so I believe we can go around it by adding a surrogate key, and let the current composite key become an unique index instead.