It is painted here:
https://github.com/qt/qt/blob/0a2f2382541424726168804be2c90b...
This calls at some point QStyle::drawControl which ends up here on mac : https://github.com/qt/qt/blob/0a2f2382541424726168804be2c90b...
this ends up here in this big switch : https://github.com/qt/qt/blob/0a2f2382541424726168804be2c90b...
which leads us here, in the drawComboBox function where mostly everything is done by hand: https://github.com/qt/qt/blob/0a2f2382541424726168804be2c90b...
and also here: tadam, actually it just uses the "windows" (actually fairly generic and themeable) style for drawing : https://github.com/qt/qt/blob/0a2f2382541424726168804be2c90b...
See also this qt blog: http://blog.qt.io/blog/2017/02/06/native-look-feel/