...
      For Each Col As DataGridViewColumn In dgv.Columns
        If Col.Visible = True Then
          Me.cbSpaltenname.Items.Add(Col.HeaderText)
 
          Debug.Print(Col.HeaderText.ToString & " " & _
                      Col.Index.ToString & " " & _
                      Col.DisplayIndex.ToString & " " & _
                      Col.Name.ToString)
 
 
        End If
      Next
      ...

Public Class frmGridHeaderCombo
 
    Dim cboHT As New ComboBox With {.Parent = Me}
 
    Dim dgv As New DataGridView With {.Parent = Me, .Top = 40}
 
 
    Private Sub frmGridHeaderCombo_Load(sender As System.Object, _
                         e As System.EventArgs) Handles MyBase.Load
 
        'Spalten erstellen
        Dim dt As New DataTable
        For i As Integer = 0 To 19
            dt.Columns.Add("Col_" & CStr(i + 1))
        Next i
 
        'Bindung an das Grid
        dgv.DataSource = dt
 
        'Anzeige-Reihung umkehren
        For i As Integer = dgv.Columns.Count - 1 To 0 Step -1
            dgv.Columns(i).DisplayIndex = 19 - i
        Next i
 
        'Headertexte gemäß Display-Reihung in Combobox eintragen 
        For i As Integer = 0 To dgv.Columns.Count - 1
            For j As Integer = 0 To dgv.Columns.Count - 1
                If dgv.Columns(j).DisplayIndex = i Then
                    cboHT.Items.Add(dgv.Columns(j).HeaderText)
                    Exit For
                End If
            Next j
        Next i
    End Sub
End Class