I want to know when the player entered combat and left combat.

A self script with OnCombatStateChanged() does not seem to work on the player.
So I attach a script to the player monitoring his combat state every 0.1 seconds. But this seems heavy and awkward.

Any nice workaround for this?

Why not use the isincombat condition that is already on things like spells?

It will only update once each second but that should work for you just to know if the player is in combat or not.