Have you selected one once? I believe the itemLabelGenerator is only used for the selected value. Use comboBox.setRenderer(...) for the options instead. Using only a renderer will in turn not apply it to the selected value. So you should define both.
ComboBox can only display a String for the selected value, which is defined with the itemLabelGenerator. but you can display any kind of vaadin-components using a ComponentRenderer, or use any other implementation of Renderer like maybe a TemplateRenderer
In contrast, the [Select component]
(https://vaadin.com/components/vaadin-select/java-examples) of Vaadin will apply its renderer to the selected value too - no need for an itemLabelGenerator there.
cbxCodCliente.setItemLabelGenerator(Cliente:getNome);
cbxCodCliente.setRenderer(new ComponentRenderer<>(item -> new Span(item.getNome())));