Composite heat sink structures and methods of fabrication are provided, with the composite heat sink structures including: a thermally conductive base having a main heat transfer surface to couple to, for instance, at least one electronic component to be cooled; a compressible, continuous sealing member; and a sealing member retainer compressing the compressible, continuous sealing member against the thermally conductive base; and an in situ molded member. The in situ molded member is molded over and affixed to the thermally conductive base, and is molded over and secures in place the sealing member retainer. A coolant-carrying compartment resides between the thermally conductive base and the in situ molded member, and a coolant inlet and outlet are provided in fluid communication with the coolant-carrying compartment to facilitate liquid coolant flow through the compartment.