OLEObject Class Module

Hello. I would like to create GotFocus and LostFocus events in a class module to apply to all ComboBoxes on a certain worksheet. If I use MSForms.ComboBox I do not have access to the GotFocus and LostFocus events. If I use OLEObject I have access to only the GotFocus and LostFocus events. The ComboBoxes have already been added to another class (that may be incorrect terminology) using this code:

Option Explicit

Dim ComboBoxes() As New ITEM_COMBOBOXES

Sub InitializeBoxClass()
    Dim Obj As OLEObject
    Dim ComboBox_Count As Integer
    For Each Obj In RPRD_PO_CREATION_WS.OLEObjects
        If TypeName(Obj.Object) = "ComboBox" Then
            ComboBox_Count = ComboBox_Count + 1
            ReDim Preserve ComboBoxes(1 To ComboBox_Count)
            Set ComboBoxes(ComboBox_Count).ITEM_COMBOBOXES = Obj.Object
            Obj.ListFillRange = "ITEM_LIST"
        End If
   Next Obj
End Sub

Is it possible for me to use the same type of setup for the OLEObject class as well? I am having trouble after much experimentation.

Basically I need all the ComboBoxes on the worksheet to share the same KeyDown, GotFocus, and LostFocus code. What is the best way to achieve that?

Thank you.