Probably you are looking for the “mathematical composition”, and probably you already know about the operators |> and @@ (both are in Pervasives). However as you mentioned just:
let h a b c d ... y = let z = f a b c d ... y in g z
I note that you have always these two other ways to create an effective composition (or a chain of compositions):
let k a b c d = (f a b c d ) |> g |> h
and
let k a b c d = h @@ g @@ (f a b c d )
For example this should work and both functions k and m are well defined:
let f x y z = (x+y, x+z)
let g (x,y) = x+y
let h x = (x, 2*x)
let k x y z = (f x y z ) |> g |> h
let m x y z = h @@ g @@ (f x y z)