You'll need to hack the core of Jira's workflow engine to do this. Changing component already throws "issue updated" from the edit screen, or whatever event you want if you do it in a transition. There's no support for more than one event being thrown and you can't customise "edit" without hacking the core code.
I'd forget it.
Write a listener that catches any "issue has changed" type events, checks the issue to see if component has changed, and then trigger whatever it is you wnat to do when component changes.
Or remove component from the edit screen and only let it change during transitions, where you can choose the event to fire.
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