Dynamical and self-trapping properties of two-dimensional (2D) binary mixtures of Bose-Einstein condensates in cross-combined lattices, consisting of a one-dimensional (1D) linear optical lattice (LOL) in the x direction for the first component and a 1D nonlinear optical lattice (NOL) in the y direction for the second component, are analytically and numerically investigated. The existence and stability of 2D binary matter wave solitons in these settings are demonstrated both by variational analysis and by direct numerical integration of the coupled Gross-Pitaevskii equations. We find that in the absence of the NOL, binary solitons, stabilized by the action of the 1D LOL and by the attractive intercomponent interaction, can freely move in the y direction. In the presence of the NOL, we find, quite remarkably, the existence of threshold curves in the parameter space separating regions where solitons can move from regions where the solitons become dynamically self-trapped. The mechanism underlying the dynamical self-trapping phenomenon (DSTP) is qualitatively understood in terms of a dynamical barrier induced by the NOL, similar to the Peirls-Nabarro barrier of solitons in discrete lattices. DSTP is numerically demonstrated for binary solitons that are put in motion both by phase imprinting and by the action of external potentials applied in the y direction. In the latter case, we show that the trapping action of the NOL allows one to maintain a 2D binary soliton at rest in a nonequilibrium position of a parabolic trap or to prevent it from falling under the action of gravity. Possible applications of the results are also briefly discussed.