you can make the OnSelectedIndexChanged event in your web user control.
In the web user control you can make a
public event Action<string>OnSelectedIndexChangedDropDownListEvent;
This event can be subscribed to by the pages that uses your web user control.
in the web user control in the method for the OnSelectedIndexChanged you write:
if (OnSelectedIndexChangedDropDownListEvent!=null)
OnSelectedIndexChangedDropDownListEvent(dropdownListNameHere.SelectedValue);
So the inner event is posted to the outside world via the OnSelectedIndexChangedDropDownListEvent.