If you need to implement a combo box with multiple selection, I would strongly recommend to design something very different: a tree view with check boxes in each node:
https://github.com/krejcon3/CheckBoxTree/blob/master/CheckBoxTree.php[
^],
http://demo.koolphp.net/Examples/KoolTreeView/Advances/TreeView_With_CheckBox[
^].
I do understand that you don't really need a tree. You will get what you want if you use just a single-level tree and probably won't render those dotted lines. Why is will be much better than multiple-selection combo box? Because such combo box will look and act in a very confusing way to your users, and because thoroughly chosen selection will be easily destroyed by a single random click.
This is not the case with nodes with check box. Each node looks very suggestive, it's clear that it can be checked, the checked state in independent from both selection and keyboard focus and selection cannot destroy checked status; for a user, it will be much clearer what to do.
You failed to find multiple-selection combo box or list box not because people are stupid (probably, it's still possible to find; I never tried), but because such control is not really a good idea.
—SA