I guess the question is does it need to behave like a drop down? because currently a combobox has a small drop even without any content in it and you will also notice there are controls added to that form so this isn't a simple drop down and its not that easy with the LCL to draw directly on the drop down and keep it cross platform.
Even in windows it's tricky to add controls to the drop down. I have done it but I wouldn't suggest it to greenies.
I think in this case a dedicated form with a basic button with a down array and string grid is warranted here.