1) You might be able to do this work in the renderer's ProcessKeyEventArgs. Catch the mousdouwn, get the keystroke, do the work and then return true.
Protected Overrides Function ProcessKeyEventArgs(ByRef m As System.Windows.Forms.Message) As Boolean
If m.Msg = WM_KEYDOWN Then
Dim keyCode As Keys = CType(m.WParam.ToInt32(), Keys) And Keys.KeyCode
System.Console.WriteLine("KeyDown ->" + keyCode.ToString())
Return True 'handled
End If
End Function
2) After closing the dropdown, try calling CurrentCell.Refresh to see if that handles things, or you might also try calling CurrentCell.ConfirmChanges().