I'm using infragistics 14.2 ,in a XamdataGrid charged by a MvvM, the 2nd comboboxfield filter diplay de ValuePath instead of DisplayMemberPath but the 1st comboboxfield filter it works well 

2nd ComboBoxField

1st Combo box

Both ComboBoxFied use a ObservableCollection<ClsObjetoComboxGuid> as Itemsource

ClsObjetoComboxGuid.cs

public class ClsObjetoComboxGuid
    {
        private Guid _Clave;
        private string _Texto;

        public ClsObjetoComboxGuid()
        {
            
        }

        public ClsObjetoComboxGuid(Guid pClave, string pTexto)
        {
            Clave = pClave;
            Texto = (string.IsNullOrEmpty(pTexto)) ? Clave.ToString() : pTexto;
        }

        public Guid Clave
        {
            get => _Clave;
            set => _Clave = value;
        }
        public string Texto
        {
            get => _Texto;
            set => _Texto = value;
        }
        public override string ToString()
        {
            return Texto;
        }
    }

Part of Example.xaml

                <igDP:XamDataGrid x:Name="XdgDatos"
                              DataSource="{Binding ListaNodoIncidencia}"
                              ActiveDataItem="{Binding SmNodoIncidenciaMvvM}"
                              AutoFit="True" GroupByAreaLocation="None"
                              Width="Auto" Height="Auto"
                              Margin="10" Grid.Row="1">
                <igDP:XamDataGrid.FieldSettings>
                    <igDP:FieldSettings AllowRecordFiltering="True" AllowEdit="False" Width="Auto"/>
                </igDP:XamDataGrid.FieldSettings>
                <igDP:XamDataGrid.FieldLayoutSettings>
                    <igDP:FieldLayoutSettings
                        AutoGenerateFields="False"
                        AutoFitMode="Always"
                        AllowAddNew="False"
                        AllowDelete="False"
                        SelectionTypeRecord="Single"
                        HighlightAlternateRecords="False"/>
                </igDP:XamDataGrid.FieldLayoutSettings>
                <igDP:XamDataGrid.FieldLayouts>
                    <igDP:FieldLayout>
                        <igDP:FieldLayout.Fields>l="{Lex:Loc ChkBaja}"/>
                            <igDP:ComboBoxField Name="SmNodoUid" Label="{Lex:Loc LblSmNodo}" 
                                                DisplayMemberPath="Texto" ValuePath="Clave" 
                                                ItemsSource="{Binding RelativeSource={RelativeSource Self},Path=Owner.DataPresenter.DataContext.ListaSmNodo}"/>
                            <igDP:ComboBoxField Name="SmIncidenciaUid" Label="{Lex:Loc LblIncidencia}" 
                                                DisplayMemberPath="Texto" ValuePath="Clave" 
                                                ItemsSource="{Binding RelativeSource={RelativeSource Self},Path=Owner.DataPresenter.DataContext.ListaSmIncidencia}"/>
                        </igDP:FieldLayout.Fields>
                    </igDP:FieldLayout>
                </igDP:XamDataGrid.FieldLayouts>
                </igDP:XamDataGrid>

Part of MvvM.cs

class SmNodoIncidenciaListaMvvM : GeneralMvvM
{
        private ObservableCollection<SmNodoIncidenciaMvvM> _ListaNodoIncidencia;
        private ObservableCollection<ClsObjetoComboxGuid> _ListaSmNodo;
        private ObservableCollection<ClsObjetoComboxGuid> _ListaSmIncidencia;
        public ObservableCollection<ClsObjetoComboxGuid> ListaSmNodo
        { 
            get => _ListaSmNodo;
            set
            {
                _ListaSmNodo = value;
                NotifyPropertyChanged();
            }
        }
        public ObservableCollection<ClsObjetoComboxGuid> ListaSmIncidencia {
            get => _ListaSmIncidencia;
            set
            {
                _ListaSmIncidencia = value;
                NotifyPropertyChanged();
            }
        }
       public ObservableCollection<SmNodoIncidenciaMvvM> ListaNodoIncidencia
        {
            get => _ListaNodoIncidencia;
            set
            {
                _ListaNodoIncidencia = value;
                NotifyPropertyChanged();
            }
        }
}

Thanks for your attention, regards.