Private Const WS_EX_LAYERED = &H80000
Private Const LWA_ALPHA = &H2

Private Declare Function SetLayeredWindowAttributes Lib "user32" _
 (ByVal hwnd As Long, ByVal crKey As Long, ByVal bAlpha As Byte, ByVal dwFlags As Long) As Long
  Dim aStyle As Long
  aStyle = GetWindowLong(Me.hwnd, GWL_EXSTYLE)
  aStyle = aStyle Or WS_EX_LAYERED
  Call SetWindowLong(Me.hwnd, GWL_EXSTYLE, aStyle)
  Call SetLayeredWindowAttributes(Me.hwnd, 0, 255, LWA_ALPHA)

    Case WM_CTLCOLORLISTBOX:
      'Debug.Print "WM_CTLCOLORLISTBOX"
      If Form1.Combo1.ListCount = 0 Then
        SetWindowPos lParam, 0, 0, 0, 0, 0, SWP_NOZORDER Or SWP_NOACTIVATE
      Else
        'какой-то код
        ...
        Exit Function
      End If

    Case WM_COMMAND:
      'Debug.Print "WM_COMMAND"
     ' LW_wParam = LOWORD(wParam)
     ' HW_wParam = HIWORD(wParam)
      'Debug.Print HW_wParam & "/" & LW_wParam
      If Form1.Combo1.ListCount = 0 Then
        Exit Function
      End If

'для событий Combo1
Public Function NewCombo1WindowProc _
 (ByVal hwnd As Long, ByVal Msg As Long, ByVal wParam As Long, ByVal lParam As Long) As Long
  
  Select Case Msg
    Case WM_CTLCOLORLISTBOX:
      Debug.Print "WM_CTLCOLORLISTBOX"
      If Form1.Combo1.ListCount = 0 Then
        hwndCombo1ListBox = lParam
        OldCombo1ListBoxWindowProc = SetWindowLong(lParam, GWL_WNDPROC, AddressOf NewCombo1ListBoxWindowProc)
      End If
    Case Else
  End Select 'Msg
  NewCombo1WindowProc = CallWindowProc _
   (OldCombo1WindowProc, hwnd, Msg, wParam, lParam)
End Function

Public Function NewCombo1ListBoxWindowProc _
 (ByVal hwnd As Long, ByVal Msg As Long, ByVal wParam As Long, ByVal lParam As Long) As Long
  Select Case Msg
    Case WM_PRINTCLIENT
      Debug.Print "WM_PRINTCLIENT"
      SetWindowLong hwndCombo1ListBox, GWL_WNDPROC, OldCombo1ListBoxWindowProc
      Exit Function
    Case Else
      Debug.Print Msg
  End Select 'Msg
  NewCombo1ListBoxWindowProc = CallWindowProc _
   (OldCombo1ListBoxWindowProc, hwnd, Msg, wParam, lParam)
End Function