I have combo box populated from an ajax call. but the combo

Can be done only by customization exCell code

In case of “co” or "coro"
You can check dhtmlxGridCell.js , exCell_co object, edit function - it is generate edit view, next line
controls the width of options list

In case of “combo” (dhtmlxCombo) - it is not supported in current version, planed to be added in next one. Currently you can also customize code
dhtmlxGrid_excell_combo.js, next line control widht of created select box
this.obj = new dhtmlXCombo(this.cell,“combo”,this.cell.offsetWidth-2);