When filtering is applied to RadMultiColumnComboBox editor in CellEditorInitialized event of RadGridView, the selected item is second one, if the new row is edited.

Workaround: change the event handler by adding the following lines of code in the end of the RadGridView1_CellEditorInitialized:

Dim value As Object = e.Row.Cells(e.ColumnIndex).Value
 
If value Is Nothing Then
    editor.EditorControl.CurrentRow = Nothing
Else
    editor.Value = e.Row.Cells(e.ColumnIndex).Value
End If