I didn't assume you'd give a helpful answer, but I didn't expect you to give that kind of an answer, either. You're always welcome not to respond if this is taking too much of your time. I figured maybe at least one of us would learn something about high DPI issues, hence why I engaged.
This is most definitely the default combo box. In fact, I just tried the version without visual styles as well, and that one looks fine under high DPI too (see screenshot). At this point I'm very confused what you are doing. Perhaps you're not on Windows 10?
dataflow: That is indeed a nice looking combobox in your new screenshot. I'm not getting that result on win10 when using the Win32 c api, and if you're not using something like WinForms, MFC or another abstraction, it's hard to say why it works for you. I'm on a 4k resolution with 200% scaling and the button is way too thin.
binjooou: The whole point for me when using win32 is to use the default look, since it's a better ui compared to todays flat design. But I acknowledge that there could be a little less dpi work associated with enabling visual styles.
Try a combo box on high dpi. The arrow button gets a lot thinner than on 96 dpi.