I tried doing something like:
cmbMyBox.ListFillRange = \"E2\"
But the combobox does not seem to populate.
I was facing similar issue, not being able to populate the ActiveX ComboBox with list reference peeked from a cell's validation rule.
Similarly to Firedrawndagger's own solution I went for manually translating the validation rule to a format that is understood by the .ListFillRange. I realised also, that it needs to be in a Workbook-scope format, otherwise the call will not work from other sheets.
This works with All validation source formats, including: $A$1 / =NamedRange / =INDIRECT("Table1[Col2]") The translation was:
Dim xStr As String
xStr = Target.Validation.Formula1
xStr = Right(xStr, Len(xStr) - 1)
xStr = Split(Range(xStr).Address(, , , True), "]")(1)
'...other irrelevant code
.ListFillRange = xStr