JComboBox focus and mouse click events not working
Possibly the downvoter took offense at your use of Netbeans GUI editor. I don't like it myself, but you're welcome to use it if you find that you can actually maintain a complex gui with it. I personally hate it due to various extremely annoying bugs that only show themselves when you're trying to edit the form and it quietly loses your layout and component settings. But that's beside the point.
Anyway, you need to add your ActionListener like this:
jComboBox1.getEditor().getEditorComponent().addMouseListener(...);
JComboBox is really a composite component with a JTextField, JButton, and JList buried inside it, so you were adding the ActionListener to the wrapping component, when the mouse events are really going to the inner JTextField.