public void fillexcombo()
       {
           if (con.State == ConnectionState.Closed)
           {
               con.Open();
           }
           //SqlConnection con = Connection1.getopenedconnection();
           SqlCommand cmd = new SqlCommand("SELECT EXNAME,EXCODE FROM EXMAST where compcode='" + Compcls.Gcomp_cd + "'", con);
           SqlDataReader sdr = cmd.ExecuteReader();
           DataTable dt = new DataTable();
           dt.Clear();
           dt.Load(sdr);
           comboBox1.DataSource = dt;
           comboBox1.DisplayMember = dt.Columns[0].ColumnName;
           comboBox1.ValueMember = dt.Columns[1].ColumnName;
           con.Close();
       }

SELECT '' as EXNAME, 0 as EXCODE
union all
SELECT EXNAME,EXCODE FROM EXMAST where compcode=

public class Container
{
   public int id {get;set;}
   public string name {get;set;}
   
   public Container (int id, string name)
   {
      this.id = id;
      this.name = name;
   }
}

...
List<Container> containers = new List<Container>();
containers.Add(new Container(1, "первый"));
containers.Add(new Container(2, "второй"));
containers.Add(new Container(3, "третий"));

BindingSource bindingSource = new BindingSource();
bindingSource.DataSource = containers;
comboBox.DataSource = bindingSource;
comboBox.ValueMember = "id";
comboBox.DisplayMember = "name";

containers.Add(new Container(0, "_не определено"));

readonly  Dictionary<int, string> Dic = new Dictionary<int, string>()
        { {1, "A" }, {2, "B" }};
...
            var v = Dic.AsEnumerable().Select(d=> new { Key = 0, Val = "" })
            .Union( Dic.AsEnumerable().Select(d => new { Key = d.Key, Val = d.Value })).ToList();
            comboBox1.DataSource = v;
            comboBox1.DisplayMember = "Val";
            comboBox1.ValueMember = "Key";