You add the #exit anchor in the ш and the #entry in a separate _tooth glyph, then you build the щ with components of ш and the _tooth. You can reuse the tooth in a similar fashion in other glyphs. Hint: Keep both anchors on the baseline.
I have used it for making swashes in a current font (Glyphs 3 3078).
When using this technique along with sync metrics plugin, the anchors keep rearranging itself and moving to the left. It would be nice if stayed still.
in the components I only have #exit#entry anchors. But in the finished glyph (T.swsh) I have the three anchors that are meant to be there for diacritics - top, center, bottom. These are the ones moving with metrics sync. cmd+shift+opt+M yields the same issue from what I just tested.