Hi Dario.
I'm have a little problem when I try the set some values before displaying the checkCombo.
I don't do anything really tricky, see below :
Code:
var combo = Ext.create('Ext.ux.form.field.CheckCombo',
{
  renderTo: 'checkcombowithall',
  valueField: 'id',
  displayField: 'type',
  store: store,
  addAllSelector: true
});
combo.setValue(['1','2']);
When the checkCombo, everything seems to be fine. The two selected entries are displayed in the combo, seperated by ','. But when I click to open it, no checkbox is checked.
When I put a breakpoint on your "selectionChange" listener, I see a list (without the "All" entry) with my two values checked.

I don't really have time for now to investigate, so I report it now.
If I find something, I'll tell you.