got part of it to work
Okay, I could get the first change to work and it now shows Styles in the edit window.
But I couldn't find:
CKEditor_config["stylesCombo_stylesSet"] = "my_styles:style_lists/stylelist1.js";
or where to put the <link...> reference within the same page as you mentioned.
Lastly, I am really not familiar with how to code the CSS like you suggested in your last comment, is there not another way to include that just like it does in the HTML editor?