Hello @othello, GTmetrix will always suggest to combine jscritps and css as it makes the website load faster and perform better. However in your case it is very challenging to implement because of your theme, plugins and what ever you have set up on your website.
Like @futtta mentioned, see below applies in your situation.
well, in some cases optimizing JS (with autoptimize or other plugins) just isn’t possible. in that case you’ll have to live with CSS and HTML optimization only.
Remember there are millions of variations on the internet, it is extremely challenging to cater for all. Unfortunately your case is one of them. But you can always keep trying other methods as long as the end results satisfies your needs.
Kind and warm regards