The time of each verb in a sentence applies to that verb. If the principal verb has another verb as an argument (such as a catenative verb having a verb phrase as complement/object, or any verb having a verb phrase as an adverbial), that verb doesn't change. However, a verb in an argument or adverbial might change whatever the time of the principal verb.
So, let us take as a base sentence "I want to come to the party".
We can put that principal verb, to want, in the past, the present perfect, the future, whatever:
I wanted to come to the party.
I have wanted to come to the party.
I will want to come to the party.
And it's just the same with the future perfect:
I will have wanted to come to the party.
The meaning of that is a little oblique. It is saying that, at some time in the future, you will have, at some point prior to that, have wanted to come to the party. It implies that the wanting will happen in the future from now (otherwise you wouldn't use the future) but that isn't inherent in the meaning. It just means the wanting will have been before the time of the sentence.
The catenative argument of to want is to come to the party. That can be changed in time independently of the principal verb, but you can't change the time much. In fact, you can't change the grammatical time at all; you can change the aspect - perfect, simple or progressive. This is just how catenating verbs works - and exactly what you can do in terms of the catenative argument depends on the principal verb - different verbs can do different things. Here we need the catenative argument to be a to-infinitive, but that can be the to-infinitive of an auxiliary verb. So we can have:
I want to come to the party.
I want to be coming to the party.
I want to have come to the party.
The meaning should be fairly clear; the third is an odd one to say with the principal verb in the present. In fact, it's odd to use with come, because it implies you didn't go to the party or don't expect to go, and to me it just seems strange to use come for that rather than go.
I want to be going to the party.
I want to have gone to the party.
Anyway, let's leave that aside as not relevant to the general point. The important point here is that the two changes in time/aspect are independent. Thus, you can combine them with any of the different forms of want. Thus we can have:
I will have wanted to be going to the party.
I will have wanted to have gone to the party.
Both are grammatically correct and meaningful, but they are convoluted ways to describe a convoluted circumstance. The second case is especially roundabout. The person is predicting that, at some point in the future, they will - in the past relative to that time - have wanted, and at the time they were wanting, they will be wishing that they had, further back in the past, gone to the party.
That's not to say that's never something someone will want to say, but it is a very precise meaning, so you should only use it when that is what you actually want to say.