krexon, that behavior you describe doesn't occur in my version of Lazarus (28578).
Anyway I solved my problem by adding the following code in the OnKeyPress event of the DBLookUpComboBox:
procedure TFMEditArt.MyDBLookUpComboBoxKeyPress(Sender: TObject; var Key: char);
var
sText : String;
sSelStart : Integer;
begin
if (Ord(key)>31) then with Sender as TDBLookUpComboBox do begin
sSelStart:=SelStart+1; //simulate that the key has been added
sText:=Copy(Text,1,sSelStart-1)+Key;
if Items.IndexOf(GetCompleteText(sText, sSelStart,(cbactSearchCaseSensitive in AutoCompleteText),
(cbactSearchAscending in AutoCompleteText), Items))=-1
then Key:=#0;
end;
end;
Also add LCLProc in the uses clause for the GetCompleteText function.
Its obviously not perfect. No provision for UTF characters to begin, with but it works for now.