Start
CL1.ColumnOrder = 1
CL2.ColumnOrder = 2
CL3.ColumnOrder = 3
programmatically change 
CL1.ColumnOrder=3
you have this result
CL1.ColumnOrder = 3
CL2.ColumnOrder = 2
CL3.ColumnOrder = 1
NOW, if
This.ActiveColumn is 3 the active column is CL1
but
This.Columns[This.Columns[This.ActiveColumn].ColumnOrder] is CL1

Now, programmatically another change 
CL2.ColumnOrder=1
you have this result
CL1.ColumnOrder = 3
CL2.ColumnOrder = 1
CL3.ColumnOrder = 2
NOW, if
This.ActiveColumn is 1 the active column is CL2
but
This.Columns[This.Columns[This.ActiveColumn].ColumnOrder] is CL3 !