TAdvStatus is a Delphi's TStatusBar component, but it can accept other controls as a parent.So, you can put controls onto TAdvStatus such a TButton,TProgress or others.
STATUSBAR AND RESIZING FORM (2003-05-05 12:49:17)Ops. TStatusBar can be parent but can't handle controls. Sorry.
Try:
var
Combo : TComboBox;
begin
Combo := TComboBox.Create(Self);...