Methanol is an example of a valuable chemical that can be produced from water and carbon dioxide through a chemical process that is fully powered by concentrated solar thermal energy and involves three steps: direct air capture (DAC), thermochemical splitting and methanol synthesis. In the present work, we consider the whole value chain from the harvesting of raw materials to the final product. We also identify synergies between the aforementioned steps and collect them in five possible scenarios aimed to reduce the specific energy consumption. To assess the scenarios, we combined data from low and high temperature DAC with an Aspen Plus® model of a plant that includes water and carbon dioxide splitting units via thermochemical cycles (TCC), CO/CO2 separation, storage and methanol synthesis. We paid special attention to the energy required for the generation of low oxygen partial pressures in the reduction step of the TCC, as well as the overall water consumption. Results show that suggested synergies, in particular, co-generation, are effective and can lead to solar-to-fuel efficiencies up to 10.2% (compared to the 8.8% baseline). In addition, we appoint vacuum as the most adequate strategy for obtaining low oxygen partial pressures.