The events for getting multiple selections and cell-click are different types of events.
DataGridView.SelectionChanged Event
is for getting all SelectedRows, whereas
DataGridView.OnCellClick Method
is triggered from a
single cell, which means you will only get one row and column value.
If you are trying to link two DataGridView to 2 linked table in a database, it's easiest to create a DataSet with EntityFramework using Visual Studio designer.
After you build the project with your DataSet, the Forms Toolbox will have TableAdapters for binding to user controls like your two DataGridViews.
If you bind them correctly via the foreign key the data will automatically update.