To reproduce:
radMultiColumnComboBox.AutoFilter = True

Dim filter As New Telerik.WinControls.Data.FilterDescriptor()
filter.PropertyName = radMultiColumnComboBox.DisplayMember
filter.Operator = Telerik.WinControls.Data.FilterOperator.StartsWith

radMultiColumnComboBox.EditorControl.MasterTemplate.FilterDescriptors.Add(filter)
radMultiColumnComboBox.MultiColumnComboBoxElement.AutoCompleteMode = AutoCompleteMode.SuggestAppend
radMultiColumnComboBox.MultiColumnComboBoxElement.LimitToList = True

- Select an item, copy the text and then try to paste it.