The major source we can take as a basis for an answer is this hadith which you may find in sahih al-Bukhari, sahih Muslim on the authority of Qatadah and abu Huraira (you may find the last one in sunan ibn Majah and Muwatta' Malik but as a mursal hadith of Sa'id ibn al Musayyib who was married to the daughter of abu Huraira) in Jami' at-Tirmidhi once on the authority of Anas and on the authority of Qatadah, in sunan a-Nasa-i on the authority of Qatadah and in sunan ibn Majah on the authority of Qatadah. The common statement from all these ahadith is:
He who forgets the prayer, or he slept (and it was omitted), its expiation is (only) that he should observe it when he remembers it.
At-Tirmidhi added comments to his two narrations which also may show the opinions of scholars of his time:
He quoted for example a statement of Ali ibn Abi Talib (May Allah be pleased with him)
قَالَ فِي الرَّجُلِ يَنْسَى الصَّلاَةَ قَالَ يُصَلِّيهَا مَتَى مَا ذَكَرَهَا فِي وَقْتٍ أَوْ فِي غَيْرِ وَقْتٍ
which means you may pray a prayer you have forgotten or missed at any time no matter if this time was makruh or not. According at-Tirmidhi Imam Ahmad, a-Shafi'i and Ishaaq have chosen this opinion. In the comment of the other hadith he also added Imam Malik to those who have chosen this opinion.
An other quote he states is:
وَيُرْوَى عَنْ أَبِي بَكْرَةَ أَنَّهُ نَامَ عَنْ صَلاَةِ الْعَصْرِ فَاسْتَيْقَظَ عِنْدَ غُرُوبِ الشَّمْسِ فَلَمْ يُصَلِّ حَتَّى غَرَبَتِ الشَّمْسُ
which describes a man who slept and missed 'Asr prayer and when he woke up at the time of sunset and didn't pray until the dusk. This is the choice of the Kufis (apparently he means abu Hanifa).
According to ibn Hajar al 'Asqalani in his commentary of sahih al-Bukhari on this hadith: Imam Malik preferred in the case that somebody missed for example 'Asr, than prayed Maghrib and than only remembered having missed the 'Asr prayer, that he should pray 'Asr and afterwards repeat the Maghrib prayer to keep the order!
From this we can conclude that you can pray a missed prayer or a prayer you remembered after missing it at any time according most madhabs while some prefer to pray them at a time where prayer is allowed (so according this opinion you shouldn't pray after sobh/fajr fard/farz untill the sunrise). And that the expiation of the missed prayer is the prayer you perform once you remembered it.
But I have been taught the following (If you can read Arabic you can compare this with the statement on مباحث قضاء الصلاة الفائتة in the book of the fiqh according the 4 madhabs or "Making up prayers" page 650 and the following pages in Fiqh ala al-Madhahib al-Arba'ah by Sheikh Abd al-Rahman al-Jaziri linked in this meta-post: List of Islam-related books (in English)):
If the prayers you have missed -for some reasons- are less then 5 prayers one should do them as soon as possible (for example you didn't pray the whole or some prayers on Saturday, so before praying the sobh/fajr fard/farz of Sunday you should pray the day or the prayers of the day you missed), if they are much more one should do them by pairs at the specified time. My last sentence means: If for example you pray your actual dhohr/zuhr once you finished you pray two dhohr prayers you have missed and so on.
This still goes ahead with the teaching of the hadith even if it may contradict somehow, as you should pray the prayers once you remember them. But if you have missed a lot and have list it would be the best to do them this way to get sure you don't miss any. And don't forget doing repentance for those prayers you are doing qada'/qaza' for!
This is based on the rhym from matn ibn 'Achir ابن عاشر (al-maliki):
فَجْـرٌ رَغِيبَـةٌ وَتُقْـضَـى لِلـزَّوَالْ * * * وَالْفَرْضُ يُقْـضَـى أَبَـداً وَبِالتَّـوَالْ
Fajr is a Raghībah and it is made up until high noon. | Fard prayers are made up without any end time limit and in
succession (in the proper order).
Which means fajr is called in maliki school raghiba and one can perform qada' for it until noon. But fard prayers must be observed at any time (one remembers them) in (their) order.
Note that fajr means of course the nafl/sunna prayer, as the maliki school clearly calls the related fard prayer sobh!
Note that some scholars say if you missed prayers without excuse you are not asked or better it's not valid for you to perform them and you would be considered as a sinner of a major sin and should do repentance. (For details see this fatwa)
Here some additional fatwas (in Arabic):
A question of somebody who missed a prayer (at time) while performing hajj.
A question if qada'/qaza' of a prayer is "useful" or not: repentance is important!
On the meaning of intention in connection with worship
Scholars are in consensus that the intention (niyyah) for worship is defined as the intention you make at the start of it. So one could say niyyah is an intention followed by the action (or better making an intention beside a co-instantaneous action). So an intention that counts in this case is the one you make at the moment you say "Allahu akbar" to start the prayer!
So if you planed to pray them as a joined prayer and didn't that's not what is called intention (niyyah) but what is called in Arabic (qasd).
See also my answer here Do we say "assalamu ‘alaikum wa rahmatullah" after the fard prayer if our intention is to continue to sunnah nafl prayer?
And Allah knows best!