Do you have a voltmeter to test/identify the wires? Guessing or assuming can be very dangerous, so it's hard to provide specific instructions. At the very least you will need a hot wire, a neutral wire, and a switch leg for the single-pole switch. The hot wire will go to the brass terminal on the LINE side of the GFCI. The neutral will go on the opposite SILVER TERMINAL on the LINE side. The LOAD terminals should be untouched unless you want the GFCI to protect the switched load as well. It does not seem like you have a LOAD neutral available so that is not an option.
To power the switch you'll need to loop one of the switch leads (doesn't matter which one) back into the LINE HOT push-in wiring terminals. The remaining switch lead should be connected to the wire coming down from the lighting fixture, fan, etc.
The image below should demonstrate your setup. Please call us at 1.800.824.3005 if you need further assistance.
Thank you very much. I did check with my volt meter. Circuit works now the way I wanted.
Connected one switch lead to hot terminal and the other to the red wire. Same as the diagram you posted, except no Neutral to load connection (and system wasn't grounded to begin with, so it still isn't).
Problem now is, I can't quite fit the new combo receptacle into the original box in the wall. The 7299 is little too wide, since the box in the wall was anchored in with a few nails (?!), which get in the way of the upgraded combo receptacle. I can't easily get into that wall, so I will probably file off the protruding parts of the nails.
And actually I don't think this is a 3-way system anymore. There are a few more lights upstream from this switch that I need to check and replace.
Upgrading from old non-grounded combo switch-outlet to GFCI combo. Wiring coming out of the wall has a single cable with: Black, White, and Red wires. Only one cable, so I think this was originally set up for the end of a 3-way switch. None of the diagrams and instructions I've seen for a GFCI combo switch online really match this situation.
Should I connect one of the switch lead wires to the Red wire?
I believe the old receptacle had brass +LINE (black wire), silver -LINE (neutral wire), and brass unmarked (red wire). The switch controlled a ceiling lamp that had 3 cables: a pair of 2-wire cables, plus a cable with Black, White, and Red wires.