As @Junjie Zhu mentions in the comments, you might want to reinstall the latest WindowsAppSDK.
If you need to locate the Header, let's say to the left side, this is an example for it.
Note: The default style comes from the default generic.xaml file. (This answer shows you how to find the generic.xaml file.)
MainPage.xaml
<Page
x:Class="ComboBoxTests.MainPage"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:controls="using:Microsoft.UI.Xaml.Controls"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:local="using:ComboBoxTests"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
Background="{ThemeResource ApplicationPageBackgroundThemeBrush}"
mc:Ignorable="d">
<Page.Resources>
<Style
BasedOn="{StaticResource DefaultComboBoxStyle}"
TargetType="ComboBox">
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="ComboBox">
<Grid x:Name="LayoutRoot">
<Grid.Resources>
...
</Grid.Resources>
<Grid.RowDefinitions>
<!-- This is for the "Header". We won't need this. But we need to change each Grid.Column and Grid.Row of the controls to move the Header to the left.
<RowDefinition Height="Auto" />
-->
<RowDefinition Height="*" />
<RowDefinition Height="Auto" />
</Grid.RowDefinitions>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="*" />
<ColumnDefinition Width="*" />
<ColumnDefinition Width="38" />
</Grid.ColumnDefinitions>
<!-- This ContentPresenter is for the Header. -->
<ContentPresenter
x:Name="HeaderContentPresenter"
Grid.Row="0"
Grid.Column="0"
Margin="{ThemeResource ComboBoxTopHeaderMargin}"
VerticalAlignment="Top"
x:DeferLoadStrategy="Lazy"
Content="{TemplateBinding Header}"
ContentTemplate="{TemplateBinding HeaderTemplate}"
FlowDirection="{TemplateBinding FlowDirection}"
FontWeight="{ThemeResource ComboBoxHeaderThemeFontWeight}"
Foreground="{ThemeResource ComboBoxHeaderForeground}"
LineHeight="20"
TextWrapping="Wrap"
Visibility="Collapsed" />
<Border
x:Name="HighlightBackground"
Grid.Row="0"
Grid.Column="1"
Grid.ColumnSpan="2"
Margin="-4"
Background="{ThemeResource ComboBoxBackgroundFocused}"
BorderBrush="{ThemeResource ComboBoxBackgroundBorderBrushFocused}"
BorderThickness="{StaticResource ComboBoxBackgroundBorderThicknessFocused}"
CornerRadius="{StaticResource ComboBoxHiglightBorderCornerRadius}"
Opacity="0" />
<Border
x:Name="Background"
Grid.Row="0"
Grid.Column="1"
Grid.ColumnSpan="2"
MinWidth="{ThemeResource ComboBoxThemeMinWidth}"
Background="{TemplateBinding Background}"
BorderBrush="{TemplateBinding BorderBrush}"
BorderThickness="{TemplateBinding BorderThickness}"
Control.IsTemplateFocusTarget="True"
CornerRadius="{TemplateBinding CornerRadius}"
Translation="0,0,1" />
<Rectangle
x:Name="Pill"
Grid.Row="0"
Grid.Column="1"
Margin="1,0,0,0"
Opacity="0"
Style="{StaticResource ComboBoxItemPill}">
<Rectangle.RenderTransform>
<CompositeTransform
x:Name="PillTransform"
ScaleY="1" />
</Rectangle.RenderTransform>
</Rectangle>
<ContentPresenter
x:Name="ContentPresenter"
Grid.Row="0"
Grid.Column="1"
Margin="{TemplateBinding Padding}"
HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
VerticalAlignment="{TemplateBinding VerticalContentAlignment}">
<TextBlock
x:Name="PlaceholderTextBlock"
Foreground="{Binding PlaceholderForeground, RelativeSource={RelativeSource TemplatedParent}, TargetNullValue={ThemeResource ComboBoxPlaceHolderForeground}}"
Text="{TemplateBinding PlaceholderText}" />
</ContentPresenter>
<TextBox
x:Name="EditableText"
Grid.Row="0"
Grid.Column="1"
Grid.ColumnSpan="2"
Margin="0,0,0,0"
Padding="{ThemeResource ComboBoxEditableTextPadding}"
HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
x:Load="False"
AutomationProperties.Name="{TemplateBinding AutomationProperties.Name}"
BorderBrush="Transparent"
CornerRadius="{TemplateBinding CornerRadius}"
Foreground="{Binding PlaceholderForeground, RelativeSource={RelativeSource TemplatedParent}, TargetNullValue={ThemeResource ComboBoxPlaceHolderForeground}}"
Header="{TemplateBinding Header}"
PlaceholderText="{TemplateBinding PlaceholderText}"
Style="{TemplateBinding TextBoxStyle}"
Text="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=Text, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
Visibility="Collapsed" />
<Border
x:Name="DropDownOverlay"
Grid.Row="0"
Grid.Column="2"
Width="30"
Margin="4,4,4,4"
HorizontalAlignment="Right"
x:Load="False"
Background="Transparent"
CornerRadius="{StaticResource ComboBoxDropDownButtonBackgroundCornerRadius}"
Visibility="Collapsed" />
<controls:AnimatedIcon
x:Name="DropDownGlyph"
Grid.Row="0"
Grid.Column="2"
Width="12"
Height="12"
MinHeight="{ThemeResource ComboBoxMinHeight}"
Margin="0,0,14,0"
HorizontalAlignment="Right"
VerticalAlignment="Center"
controls:AnimatedIcon.State="Normal"
AutomationProperties.AccessibilityView="Raw"
Foreground="{ThemeResource ComboBoxDropDownGlyphForeground}"
IsHitTestVisible="False">
<animatedVisuals:AnimatedChevronDownSmallVisualSource xmlns:animatedVisuals="using:Microsoft.UI.Xaml.Controls.AnimatedVisuals" />
<controls:AnimatedIcon.FallbackIconSource>
<controls:FontIconSource
FontFamily="{ThemeResource SymbolThemeFontFamily}"
FontSize="12"
Foreground="{ThemeResource ComboBoxDropDownGlyphForeground}"
Glyph="" />
</controls:AnimatedIcon.FallbackIconSource>
</controls:AnimatedIcon>
<ContentPresenter
x:Name="DescriptionPresenter"
Grid.Row="1"
Grid.Column="1"
Grid.ColumnSpan="2"
x:Load="False"
Content="{TemplateBinding Description}"
Foreground="{ThemeResource SystemControlDescriptionTextForegroundBrush}" />
<Popup x:Name="Popup">
...
</Popup>
<VisualStateManager.VisualStateGroups>
...
</VisualStateManager.VisualStateGroups>
</Grid>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
</Page.Resources>
<Grid
ColumnDefinitions="Auto,*"
RowDefinitions="Auto,*">
<ComboBox
Grid.Row="0"
Grid.Column="0"
HorizontalAlignment="Stretch"
VerticalAlignment="Center"
Header="Filter by"
ItemsSource="{x:Bind ViewModel.FilterList, Mode=OneWay}"
SelectedItem="{x:Bind ViewModel.SelectedFilter, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}" />
</Grid>
</Page>