The pic is pretty helpful and the layout and functionality straightforward to achieve. A couple of observations:
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Why use a combo box - in most cases it’s a user unfriendly element that works well when there’s limited screen space. My assumption here is that this will be a main level list and the menu on the right is a list of sublevels. There might be a plethora of reasons why you’d want one, though, so your call.
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Using slate brushes like you intend is going to be cumbersome. May I suggest you actually use full fat widgets for the horizontal sliding selector. Design one with a border, image, text and any bells and whistles you desire, and then populate a scrollbox with those custom widgets. This will be much more flexible than fiddling with slate brushes.
Which part of the setup are you finding problematic at the moment? The whole shebang?