Coordinated cyber-physical attacks (CCPAs) are dangerously stealthy and have considerable destructive effects against power grids. The problem of stealthy CCPA (SCCPA) localization, specifically identifying disconnected lines in attack, is a nonlinear multi-classification problem. To the best of our knowledge, only one paper has studied the problem; nevertheless, the total number of classifications is not appropriate. In the paper, we propose several methods to solve the problem of SCCPA localization. Firstly, considering the practical constraints and abiding by one of our previous studies, we elaborately determine the total number of classifications and design an approach for generating training and testing datasets. Secondly, we develop two algorithms to solve multiple classifications via the support vector machine (SVM) and random forest (RF), respectively. Similarly, we also present a one-dimensional convolutional neural network (1D-CNN) architecture. Finally, extensive simulations are carried out for IEEE 14-bus, 30-bus, and 118-bus power system, respectively, and we verify the effectiveness of our approaches in solving the problem of SCCPA localization.