I gave up on looking for a lockbox with a combination pad, so instead I chose a key-locked lockbox. When I first installed it, it worked well. however, in time (weeks), it stopped being picked up by the console.
In looking further into it, I discovered that the signal the remote sends is actually very weak and the lockbox itself shields the signal from leaving the inside of the lockbox. Since I actually mounted the remote inside the box, I can't physically take it out and point it towards the console.
The bottom line is that, if you end up putting the remote in a lockbox, watch out for the thickness and distance of the lockbox itself since you'd run into the same situation. Of course, if you get a box that's not think and it's not metal, then might as well not put the remote in a lockbox since it could easily be hijacked anyway.
BTW, my lockbox is a Honeywell "money/drawer box". I simply removed the cash/coin partitioner (only sits inside the lockbox.) It's small and the remote fits nicely into it w/out leaving too much open space (just a few inches on the sides of the remote.)
I hope this helps