datagridview UPDATE -ERROR

You REALLY need to go through a VB.NET book. This code is meaningless spaghetti.
 
You don't creat a new bindingsource to do a database update. On top of that, you're creating a new empty DataTable, then ignoring it and letting it go out of scope.
 
You normally have your data in a DataTable object, bind the Grid to it, and when the user wants to submit changes, you call the Update method of a DataAdapter configured to do the update. This is not a replacement for your code, but it comes down to this:

    MyDgv.EndEdit()
    MyDataAdapter.Update(myDataTable)
    MessageBox.Show("UPDATED SUCESSFULLY")

The rest of that code you posted is meaningless garbage.