Thanks guys, I guess I just have to hope it has something to do with the fact I'm on a paper account. I do want to do this often in a live account often so I'll contact support before depositing. In the mean time if anyone's ever had success adding an underlying futures leg to an options spread in IB let me know, at least so I know its possible
OK, I just tried it in a live account, and it doesn't work either: (forgot to capture it above but it shows "Unsupported type" error) Most likely the exchange doesn't support such combos, and/or cannot guarantee that both parts will be filled at a specific final price. This would've worked fine with gold ETFs though.