A few options.
You could put a data validation drop down in the cell rather than a Dropdown object. This returns the actual results rather than the index. If you still need a separate linked cell, you can put a formula that simply copies the dv cell
Sub MakeDv()
Dim wSheet As Worksheet
Dim myRng As Range
Set wSheet = ActiveSheet
Set myRng = wSheet.Cells(row, col)
myRng.Validation.Add xlValidateList, , , "msg1,msg2"
wSheet.Cells(row, col + 2).Formula = "=" & myRng.Address
End Sub
Another option is not to use the LinkedCell property and use a macro to write the value. Assign this macro the Dropdown
Sub ShowDDResult()
Dim dd As DropDown
Set dd = ActiveSheet.DropDowns(Application.Caller)
ActiveSheet.Cells(row, col + 2).Value = dd.List(dd.Value)
End Sub
That may not be so easy if you're creating the worksheet from scratch from Access because you'd have to add the macro. The final option is to use the ListFillRange property to fill the Dropdown. Put the list in a range and use a formula off of the LinkedCell to pull the date out of the list
Sub testdd()
Dim wSheet As Worksheet
Dim myRng As Range
Dim myDD As DropDown
Dim rList As Range
Dim aList(1 To 2, 1 To 1) As String
Set wSheet = ActiveSheet
Set rList = wSheet.Range("D1:D2")
Set myRng = wSheet.Cells(row, col)
aList(1, 1) = "msg1": aList(2, 1) = "msg2"
rList.Value = aList
With myRng
Set myDD = .Parent.DropDowns.Add(Left:=.Left, Top:=.Top, Width:=.Width, Height:=.Height)
myDD.ListFillRange = rList.Address
myDD.LinkedCell = wSheet.Cells(row, col + 2).Address
wSheet.Cells(row, col + 3).Formula = "=INDEX(" & rList.Address & "," & myDD.LinkedCell & ",1)"
End With
End Sub