Steps to reproduce - by using the code below follow these steps
1) Enter some text in the first cell
2) In the first ComboBox cell ("city") type the beginning of the word, for example "L", then the dataSource gets filtered and contains only items begins with "L". 
3) Move down to the second Item by the down arrow key and choose it by pressing tab key 
4) Now the next cell becomes focused, type in capital "M"
Result: Exception: IndexOutOfRangeException - "Index was outside the bounds of the array."

 DataTable dt = new DataTable();
            dt.Columns.Add("name");
            dt.Columns.Add("city", typeof(int));
            dt.Columns.Add("role", typeof(int));
            radGridView1.DataSource = dt;.

            radGridView1.Columns.RemoveAt(1);
            radGridView1.Columns.RemoveAt(1);

            DataTable dtCities = new DataTable();
            dtCities.Columns.Add("id", typeof(int));
            dtCities.Columns.Add("name");
            dtCities.Rows.Add(1, "New York");
            dtCities.Rows.Add(2, "London");
            dtCities.Rows.Add(2, "Lisabon");

            GridViewComboBoxColumn cityCol = new GridViewComboBoxColumn("city");
            cityCol.DataSource = dtCities;
            cityCol.ValueMember = "id";
            cityCol.DisplayMember = "name";
            cityCol.AutoCompleteMode = AutoCompleteMode.SuggestAppend;
            cityCol.DropDownStyle = Telerik.WinControls.RadDropDownStyle.DropDown;
            radGridView1.Columns.Add(cityCol);

            DataTable dtRoles = new DataTable();
            dtRoles.Columns.Add("id", typeof(int));
            dtRoles.Columns.Add("name");
            dtRoles.Rows.Add(1, "Sales Man");
            dtRoles.Rows.Add(2, "Manager");

            GridViewComboBoxColumn roleCol = new GridViewComboBoxColumn("role");
            roleCol.DataSource = dtRoles;
            roleCol.ValueMember = "id";
            roleCol.DisplayMember = "name";
            roleCol.AutoCompleteMode = AutoCompleteMode.SuggestAppend;
            roleCol.DropDownStyle = Telerik.WinControls.RadDropDownStyle.DropDown;
            radGridView1.Columns.Add(roleCol);

WORKAROUND: Replace the editor with a new one to avoid reusage
 void radGridView1_EditorRequired(object sender, EditorRequiredEventArgs e)
        {
            if (e.EditorType == typeof(RadDropDownListEditor))
            {
                e.Editor = new RadDropDownListEditor();
            }
        }