Option Explicit

Public gFirma As String, gAdr As String

Sub Auto_Open()
    UserForm1.Show
    MsgBox gFirma & ", " & gAdr  'сообщение появится после закрытия формы "крестиком"
End Sub

Option Explicit

Dim lbl1captionBegin As String, lbl2captionBegin As String

Private Sub UserForm_Initialize()
    Dim OOOName As Variant

    OOOName = Worksheets(3).Range("B1:G1").Value
    OOOName = WorksheetFunction.Transpose(OOOName)
    Me.ComboBox1.List = OOOName
    
    lbl1captionBegin = Me.Label1.Caption & " "
    lbl2captionBegin = Me.Label2.Caption & " "
End Sub

Private Sub ComboBox1_Change()
    Dim AdrMarket As Variant, adr$, Firma As String, FirmCol As Integer, Last_row As Long

    Firma = Me.ComboBox1.Text
    Me.Label1.Caption = lbl1captionBegin & Firma
    gFirma = Firma
    
    FirmCol = Worksheets(3).Cells.Find(Firma).Column
    Last_row = Cells(Rows.Count, FirmCol).End(xlUp).Row
    AdrMarket = Worksheets(3).Range(Cells(2, FirmCol), Cells(Last_row, FirmCol)).Value
    Me.ComboBox2.List = AdrMarket
End Sub

Private Sub ComboBox2_Change()
    Dim adr$
    
    adr = Me.ComboBox2.Value
    Me.Label2.Caption = lbl2captionBegin & adr
    gAdr = adr
End Sub