Here is a snippet that shows how to get the column name (and other values) in theTableControlCUrrentCellValidating event.
private void gridGroupingControl1_TableControlCurrentCellValidating(object sender, GridTableControlCancelEventArgs e)
{
GridCurrentCell cc = e.TableControl.CurrentCell;
Console.WriteLine("new: {0} old: {1}", cc.Renderer.ControlText, e.TableControl.Model[cc.RowIndex, cc.ColIndex].CellValue);
GridTableCellStyleInfo style = e.TableControl.Model[cc.RowIndex, cc.ColIndex] as GridTableCellStyleInfo;
if(style != null)
{
Console.WriteLine("column: {0}", style.TableCellIdentity.Column.Name);
}
}