While this feature is not implemented, I would like to suggest you see the following tickets:
ASPxComboBox MultiColumn Incremental Filtering - problems with searching other than first column and highlighting of search term
ComboBox MultiColumn Incremental Filtering - How to filter items by column, but display text of another column in the ComboBox text box
I managed to find a workaround for this task several years ago. Unfortunately, this solution disables some client-side functionality of the control. So, it might not meet requirements of certain projects. If you implement it in your application, please test the control behavior thoroughly.
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