>>The AfterRowColChange Event seems to me a logical place to do all this manipulations. All you need is Current ActiveColumn property to un-color the header of previous column.
>
>Right, but I don't want to create my own grid class (though it now seems like an easier route, than I currently follow). Anyway, I spent the whole morning today working on those changes and I almost achieved the desired functionality from the TextBox point of view. Lots of pemstatus, though, and tricky code...

Since you already have your textbox class, simply check for active column in its .gotfocus (it would be this.parent.columnorder compared to this.parent.parent.LastActiveColumn) and set the colors accordingly, if needed.

Still, it would be easier to use grid.BRCC and grid.ARCC.