In the SLDS documentation, it is stated the possibility to have a combobox with grouped options.
It is possible to achieve a similar result with the lightning aura component
In the specification of
lightning:combobox is clearly stated that the
options attribute is a list of objects that have the properties
value only and there are no other attributes that suggest the use of something like groups. I'm hoping that I missed something or that there is a workaround to achieve what I want without having to write a custom combobox component.