I was trying this a while ago, and I found that the right mouse button on the combo box does not work - it brings up the toolbar RMB menu, rather than the one for that combo box. On normal toolbar icons, you get a menu with one item, "Properties". But even that only works if the icon is not greyed out - if it is, you get no menu at all. I think both of those behaviours are probably bugs - the RMB menu for the toolbar item should always be what you get.
Also, how do you remove an icon or combo box from a toolbar? If it is in the documenation anywhere, I could not find it.