Open your ui file in designer and select combobox and in property window set icon size 32 for both width and height.
Now right click on the combobox and from menu select "Edit items..." .
new dialog will open, press "+" button to add item.
select item and press properties button on this dialog and it will allow you to set icon here select your icon and it will work, I have tested this and it's working.
This can be done programmatically also, you can try that.
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