Status attaches to ajax container component it is located in. As you've wrapped rich:comboBox into its own a4j:region, status won't be shown. Take a look: http://www.jboss.org/file-access/default/members/jbossrichfaces/freezone/docs/devguide/en/html/status.html#d0e11537
another question please;
Why when I select one choice first time, and after I a do not select anything, no value are sent, I'd like to populate another comboBox
so now I have to add selectItem with value "all".
Because entering empty value is not a selection. Try coupling onchange with onselect using one more a4j:support.