That is correct.  You can't do that.  
Even though you are using a query as the row source for a combo box it doesn't have the ability to do the colors like you are describing.

I see you have Developer 16 so you may be able to format the colors in the list box.  BUT they will not follow along with a query.  

I saw the column colors video by Richard and in his illustration he says "List Box or Combo Box", unless I misunderstood.

Mario either you didn't hear correctly of you misunderstood.  

I just went back and re-watched the Lesson 3 video and at ~1:00 or so into the video Richard says, " Can you format a Listbox... and the answer is no.  But I will show you how to use a Continuous Subform look like a list box and you can apply conditional formatting to it..."

The techniques demonstrated ONLY apply to a Continuous Form made to look like a list box.  This technique will not work for a Combo Box.  Richard doesn't even mention a Combo in the video.

Sorry but, as of today, Microsoft has not added in the capability to color or bold or change fonts in conventional Combo Boxes or the List Box controls.  That's just a limitation of Access.

Basically, to create combo boxes with better formatting, you need to make fake combo boxes.  This is true in other programming environments as well.  I recently trialed Power Apps and it also requires fakery to create combo boxes with advanced formatting such as pictures (see pictures below).  Richard's recent videos on custom MsgBox also illustrates this fact: you often have to fake it to make it.  That's because no programming environment can do everything, and they always have some primitive features that clever developers have to work around.

Thank you. I followed Richard's "Column Colors" video and added this to the control source property: =[PriceListQuery]![PrdtID]
(Price List query is the source and PrdtID is the primary key. Please see attachment

Is there a way I can put a $ sign in these columns: "Special", "WPrice_" and "Price_" ?
Thanks.

Yes, you can set up custom column headers. I've got a video on this coming out.