You have a DataGridView with just 1 column in it, and it is "a combobox
type," but you say that there doesn't seem to be a
DataGridViewComboBoxColumn "object" - - what exactly do you think the
"combobox type" column in your DataGridView is? Well, apparently you do not
know, but it's a DataGridViewComboBoxColumn. You even got the name right! In
fact, there are several classes associated with this one:

DataGridViewComboBoxColumn
DataGridViewComboBoxCell
DataGridViewComboBoxEditingControl
DataGridViewComboBoxCell.ObjectCollection
DataGridViewComboBoxDisplayStyle

So, I'm scratching my head trying to figure out where the disconnect is,
here. My guess is that you are aware that the DataGridView has a Columns
Collection, which is a Collection of DataGridViewColumn instances, a Rows
Collection, which is a Collection of DataGridViewRow instances, and that
each row has a Collection of DataGridViewCell instances. Now, you'll notice
that in my list there is a DataGridViewComboBoxCell class.
DataGridViewComboBoxColumn inherits DataGridViewColumn, and
DataGridViewComboBoxCell inherits DataGridViewCell. This is so that you can
add a DataGridViewComboBoxColumn to a DataGridView, or any other type of
DataGridViewColumn-derived class. In other words, all you have to do is cast
it as a DataGridViewComboBoxCell to get at its unique properties.