If I am understanding you correctly then the issue is that you cannot raise an event without exiting the cell.
There is a "CellValueChanged" event that is raised after you finish editing a cell (ie by pressing tab or enter or clicking off the cell etc).
In fact, if you create a separate thread to watch the cell value it does not know anything has changed until after you have left the cell in question.
So basically you are stuck having to leave the cell to get any updates.
IF you do not want to go down a row (ie continue editting different fields of the same row) but also send the latest data then you can attach to the CellEndEdit event and make the update manually. If this is the case then check out
this MSDN entry