In order expand combo items for labelling, the Components must be marked in the master item itself.
Open a Combo item.
Go to the Components tab in the side navigation.
Enter the default Number of labels in the column Display labels on the far right for all components that are to receive their own labels after expanding the combo item. The number is copied to the segment, but can be overwritten manually. Important: If "0" is entered for a component, this component is NOT listed when expanding the item for the display labels.
To pre-set Text and Size of the display label, open the Item itself.