Firstly, some instruments:
FX Swap, also known as an FX Forward: exchange of principals at start, and exchange back at end. The back exchange is at an adjusted FX rate, which differs from the spot rate by the quoted number of forward points.
Non-Deliverable Forward FX (NDF): much the same as an FX Forward above, but delivery is of the USD (usually) equivalent of the net payment, not the currency itself. There is no exchange of principal because there is no currency delivery.
Cross currency Swap (fixed/float): A series of regular fixed rate payments in one currency (usually the minor currency) is swapped for floating rate payments in the other. For example, 3% MYR vs USD Libor flat. There is generally a fixed spot rate for the principals of the two legs, and exchange of principal front and back. You can also trade fixed/fixed.
Cross currency basis swap: a series of floating rate payments in one currency (e.g. USD 3m Libor) is exchanged for a series of floating rate payments plus basis in the other (e.g. Euribor + 30bp). There is generally an exchange of principal, and some have embedded resets of the principals to mitigate the spot rate effect.
As I understand it, you want to sell bonds in ccy A, and receive ccy B. So you want to receive fixed on ccy A to pay as coupons on the bond. Doing a fixed/fixed cross currency swap receiving fixed on Ccy A, and paying fixed on Ccy B would achieve that. It would mean you only need to post collateral to one bank, and only in ccy B.
Alternatively, you could do a fixed/float swap receiving fixed in ccy A and paying float in ccy B. You either accept that variability or swap the ccy B float for ccy B fixed by doing an IRS in ccy B.
Finally you could do an IRS in A receiving fixed and paying float, a cross currency basis swap A to B receiving float A, paying float B, and a B IRS paying fixed and receiving float. But for a corporate it would be hard to justify doing 3 trades instead of 1, with the associated bilateral risks and collateral needs.
Often going directly between A and B for minor currencies is illiquid and thus less competitive, so you could go via USD, either with an A/USD fixed/float and a B/USD fixed/float or two fixed/fixed. This approach, while being two trades instead of one, uses two relatively liquid instruments which you will find quoted on Bloomberg, Reuters and can be quoted by multiple banks. In the event of a counterparty default, a replicating trade can be more easily done with a new bank for the broken half. More transparent and easier on everyone from Treasury to compliance.
The choice of instruments is then determined by which are the liquid markets in the currencies involved, at the maturities you are seeking.