I'd only split into separate state machines if one set of states is mostly independent from another set of states. Like if idle, walk, run, and fall don't influence how the attack works. Also consider putting dash in the movement state machine. If you can't do one action at the same time as another across state machines, there will have to be some communication between state machines in the form of triggers. Also note, you'll have to use multiple entities to run multiple state machines. That said, the core movement of platformers (which I'm guessing is your genre), like the moving, jumping, falling, etc often doesn't benefit from a state machine, since the states' transitions aren't entirely discrete. In a fighting game, being midair and attacking transitions to an aerial state, which is not the case when you're on the ground. But this may not be the case in a platformer. So also consider making a general Moving state to represent that the player is idle, walking, falling, etc, and have other states for things that lock the player into an action with discrete exit transitions, like dashing and attacking.
Those are just some suggestions, though. seldom_state is quite open-ended, and there isn't really a canonical way to do these things