If DropDownList is empty, so
doesn't work.
Otherwise it works

I'm not sure what you mean with this. 
Please at least define "doesn't work". What exact error do you get?

I apologise. I'm an expert at asking vague questions.
The table for TAdvDBLookupComboBox is empty. Of course, DropDownList is also empty.
I will fill in some data in the table. I use TAdvDBLookupComboBox.RefreshDropDownList and DropDownList is still empty.

If DropDownList already contains some data, it is updated correctly.
No error is displayed.

I have retested this and I cannot reproduce this.
If a problem persists, please provide a sample source project with which we can reproduce this.