Your question is flawed. According to a common definition, "a molecular compound ... (is) a compound where the atoms share electrons through covalent bonds. It is also known as a covalent compound;" you will find numerous equivalent, but differently worded definitions on the web. Molecular combinations about which you have inquired are hence not 'molecular compounds' but rather molecular complexes, as they are held together by physical (in your case predominantly van der Waals) forces rather than chemical, covalent bonds. The posed question hence boils down to the packing compatibility of the studied components. A too large mismatch between the individual components fatty parts (which is also affected by the boundary conditions that affect the physical state) prevents complex formation.

Thank you for your answer.

Indeed. The interaction between triglycerides involves physical bonds instead of chemical ones and in principle, it should be considered as complexes. Yet in cases of the binary mixture of triglycerides, in particular, I found the term "triglyceride molecular compound" was often used rather than "triglyceride complex". Such is mentioned in these references:

https://www.jstage.jst.go.jp/article/jos/67/6/67_ess17263/_article

Article Triglyceride Systems Forming Molecular Compounds

So I take it that it is not possible for triglycerides to form such complex if they do not have very similar fatty acid parts? For example let's say, SSO and LLO, do you think they might trigger such complex?