I reckon by a long trawl across G***le that there isn't a way to do this. But I'd thought that I would ask anyhow.

I've tried the following without success.
TextBox4.ControlTipText = "hello" & vbCrLf & "there"
TextBox4.ControlTipText = "hello" & vbCr & "there"
TextBox4.ControlTipText = "hello" & Chr(10) & "there"
TextBox4.ControlTipText = "hello" & Chr(11) & "there"
TextBox4.ControlTipText = "hello" & Chr(13) & "there"