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combo in grid - incorrect combo_select.gif path

Should by based on mygrid.setImagePath() settings but is not

My grid version is 2.0

Please be sure that setImagePath command was executed before grid.init, setting new path after that moment will not affect combo in grid. 

I'm sure

Also, if you have defined a global var 
        dhx_globalImgPath
it will be used instead of path, set by  mygrid.setImagePath() 

Setting dhx_globalImgPath fixed my problem, but why corrected mygrid.setImagePath()  isn't enough?

Actually it must be enough for dhtlmxgrid 2.0, in older versions of code path need to be set through separate var. 
Not sure why problem occurs in your case, maybe some files still used from old version of grid, or somehow cached from that time.