Compound heterozygosity in medical genetics is the condition of having two heterogeneous recessive alleles at a particular locus that can cause genetic disease in a heterozygous state. That is, an organism is a compound heterozygote when it has two recessive alleles for the same gene, but with those two alleles being different from each other (for example, both alleles might be mutated but at different locations)
You seem to have completely missed the critical qualification provided by the authors in the haemachromatosis study which you linked to illustrate how the terminology compound heterozygous is used- viz in trans (on opposite strands) and in cis (on the same strand).
Only when the SNPs are in the former orientation does the condition arise.