This paper is concerned with the V-H-M failure envelopes for conical foundations under combined loadings on anisotropic clay. The study employs the three-dimensional finite element limit analysis (3D FELA) technique and utilizes the well-established Anisotropic Undrained Shear (AUS) failure criteria. The focus of the study is on evaluating the influences of the cone apex angle (β) and the anisotropic factor (re) on the bearing capacity of conical foundations subjected to external forces of vertical force (V), horizontal force (H), and moment (M). The combinations of V-H, V-M, and H-M load spaces are analyzed using dimensionless output parameters (V/suTCA, H/suTCA, M/suTCAD), and the various characteristics of failure mechanisms of the conical foundation are examined. Alongside FELA, the study introduces an innovative machine learning approach using Categorical Boosting (CATBoost), Extreme Gradient Boosting (XGBoost), and Gradient Boosting Machine (GBM) to evaluate the correlation between input parameters and their outcomes. The proposed machine learning models are rigorously verified and validated with the CATBoost model, showing exceptional agreement with numerical results, as demonstrated by an impressive R2 value of 99.99 %. The present study is a practical and efficient method for evaluating the 3D failure envelope of conical foundations on anisotropic clay under general loading conditions in (V-H-M) space.