No events can be used to interrupt the clicking action on arrow. But you can re-bind the click event on arrow to handle your own logic.
$(function(){
var cg = $('#cg'); // the combogrid
cg.next().find('.combo-arrow').unbind('.combo').bind('click.combo',function(e){
var p = cg.combogrid('panel');
if (p.is(':visible')){
cg.combogrid('hidePanel');
return;
}
$.messager.confirm('Confirm','Already save yours changes?',function(r){
if (r){
cg.combogrid('showPanel');
}
});
});
});