UpdCombo in the name of the download means it is all the updates packaged together up to the latest - in your case 14.4. You need the initial install for that combo to get installed.
Go here: https://support.apple.com/en-us/HT201372
And scroll down to where it says Download macOS. In that section is a link to get Mojave. It will open the App Store, and you can download from there. Once it downloads it will want to install right away. You can quit the installer without harm .
May I suggest that you follow the instructions on that link above to create a bootable installer on a flash drive. I have found that the install goes without a problem when you boot to a different drive that where you want the new OS to be.
Once you have the initial Mojave installed and you have restarted to it, Check the version that was installed. If under the Apple Menu>About this Mac it says 10.14.4, then you do not need to use the combo update. You already have it.