You can use the optgroup tag to separate.
<select> <option value="XX"/> <optgroup label="separation"/> <option value="BB"/> </select>
To give only a string, you will need to cheat a little. See below
<style type="text/css"> optgroup {border-bottom:solid thin black; width:100%;} </style> <select> <option value="XX"/> <optgroup label=" "/> <option value="BB"/> </select>
If your data is already loaded, you can run some jquery after.
$('select option[value="XX"]').after('<optgroup label=""/>');
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