myData is declared inside Fill_Combo_Box function (local variable). You can't "see" it in your Cmb_Line_ID_GotFocus sub.
Solutions:
1) declare myData as global variable (outside both procedures)
or
2) pass reference to your function:
Private Function Fill_Combo_Box(ByVal ComboSQL As String, ByRef myData as OleDbDataReader)
'body
End Function
Using (in Cmb_Line_ID_GotFocus sub):
Fill_Combo_Box(Cmb_Line_ID_SQL, mData)