var query = from materialIndex in Enumerable.Range(0, materials.Count)
                select new
                {
                    Materials = materials[materialIndex],
                    Shaders = from shaderIndex in Enumerable.Range(0, 5)
                              select new
                              {
                                  Type = (ShaderType)shaderIndex,
                                  Shader = shaderSets[materialIndex][shaderIndex]
                              }
                };

    materialShaderSets = query.ToDictionary(
        item => item.Materials,
        item => item.Shaders.ToDictionary(
            shader => shader.Type,
            shader => shader.Shader
        ));