First, I congratulate you for getting as far as you have in the esoteric business of creating a custom CollectionEditor !
And, I hesitate to discourage you, but this is something I looked into a few years ago, and gave up on. Even expensive commercial PropertyGrid substitutes, like the one from VisualHint, will not expose the Event Tab in the way you (and I) would like.
I found the PropertyGrid not only "finicky" to work with, but the resources for solving this problem ... how to show Events ... not very clear. My estimation of the amount of time and energy to get this feature implemented indicated it was not worth the "opportunity cost" of getting other, more important things, done.
I could show you how to "break" Visual Studio 2013 in under three minutes by creating a UserControl that was a host to custom Components (inheriting from Button, or whatever), and putting a public Property in the custom Component of Type List&Button>. That's discouraging for this type of experimentation.
However, "a few years ago" is a very long time
in techno-time: it appears to me there might be a recent breakthrough for useful information in this area ... this month ... in this (long) post on StackOverFlow: [^
I don't have time right now to really explore Plutonix's code on this post, but I look forward to doing so, and hope it is useful to you.
If you do work this out, I'd really appreciate seeing a CodeProject article, or Tip-Trick from you in the future !