Well you could create it customly with this widget: https://marketplace.mendix.com/link/component/111568
In the drop-down context you could for example show a list view with al the options and on click set the value of the reference. In case of an enum you could show the enum values in a container and on click set the value of the attribute. Not the most beautifull option, but works.
I do remember there was some sort of widget that could do the grouping, but cant seem to find it anymore.