I think the problem lies in having different color schemes for some columns and the grid itself. Obviously grids use ActiveBackColor=Highlight background and ActiveForeColor=Highlight text by default, but these values are invalid in RGB color scheme and therefore the default RGB color (black) is used.
You could change grid’s ColorScheme to RGB, but you would get the same problem with columns that still use the default color scheme. You would really have to set everything to the same color scheme.
Another workaround may be to set grid’s HighlightActive property to No.
Probably the best option is not to use these properties at all. Rather implement displayOption() method on the form data source. For example: