Liked the answer from @AndrewMartin and I do feel his suggestions to be the best option for a clean interface (simply changing the symbol).
As an alternative, if you do need to make it obvious that the header is a combobox (or any other input widget) you can consider changing the rendering to look like an input:
However, notice that this works because its distracting. It contrasts from the rest of the table to give the user an obvious media that assumes possible interaction and input. Its far less beneficial for other purposes.
This is common for work tools where people expect less aesthetics and more productivity enhancement, but I think it would be a bad idea for a simple listing or publishing tool (where the less distractions the better; the purpose is just "reading" the table).