I don't know if this will help you or not, but it might. When I say "th" the tip of my tongue is touching my top front teeth. To pronounce the "s" after it, the tongue is pulled quickly back inside the mouth to rest behind the top front teeth. If you can't pronounce it perfectly, don't worry too much about it. As long as you can communicate your meaning, that's the most important thing. Good luck with your studies!

You simply need to practice moving from the "th" to "s" and back. This needs a lot of practice. Try this tongue twister below, but go slowly and be patient. It's not easy for native speakers either! :) "The sixth sick sheik's sixth sheep's sick."