It’s definitely not a sin to combine Zuhr with Asr and Maghrib with Isha. It is a well known Sunnah of the Prophet (pbuh&hp), reported in the Sahihain (even when there was no danger, as is the common rule).
A better option to what you’re doing is to combine Zuhr and Asr, and not wait to offer Asr until the time for Asr starts, since it’s a sin to delay prayers beyond their time of* Fadeelah* but it’s not a sin to combine the two together. The rule is likewise for Maghrib and Isha.