https://www.devexpress.com/Support/Center/ViewKBIssue.aspx?kbid=A1237
This might be a question better suited for the DevExpress forum. You would want to ask how to create custom embeddable grid controls.
Why would you want to use a wrapped DevExpress control in the native grid?
How could I use SF inherited devexpress comboedit control in DevExpress Grid?
Thank you