Eu acabei usando ADO desconectado mesmo.

Veja exemplo:

                For Each objBroker In m_Doc.Brokers
                    If objBroker.lngCodPart <> 0 Then
                        With m_rstCorretora
                            .AddNew
                            .Fields("Nome") = Trim(objBroker.strNome)
                            .Fields("CodFantasia") = Val(objBroker.lngCodFant)
                            .Fields("CodPartic") = Val(objBroker.lngCodPart)
                            .UpdateBatch adAffectCurrent
                        End With
                    End If
                Next
                
                m_rstCorretora.Sort = "CodFantasia ASC" 'Ordena por número ascendente

                'm_rstCorretora.Sort = "Nome ASC"          'Ordena por nome ascendente
                
                While Not m_rstCorretora.EOF
                    Debug.Print m_rstCorretora("Nome") & vbCrLf
                    .cboBrokers.AddItem m_rstCorretora("Nome") & "(" & m_rstCorretora("CodFantasia") & ")"
                    .cboBrokers.ItemData(.cboBrokers.ListCount - 1) = m_rstCorretora("CodPartic")
                    m_rstCorretora.MoveNext
                Wend