This approach should work but there is one issue like, as per your description no one combobox value should match with any other combobox. In this perspective the condition checkings should be done as '||' rather than '&&'.
Because in this case if the current combobox value matches with both of them then only your message will display whereas you want it to view when it matches with any one of them.
Again you can set its selected index to 0 when it matches.
Ex -
cbAuth1.selectedIndex = 0;
Hope this makes sense and will be of help.