I apologize for not sending an ASP.NET Core solution.
The syntax required for a Core application is basically the same. However, I have investigated the scenario further by preparing an ASP.NET Core sample, and I have noticed that the MultiSelect widget is missing an overload method that allows the DataSource option for this widget to accept a string. Thus, the described error can be observed.
I have logged a new enhancement issue with high priority in the official Kendo UI GitHub repository and you can start tracking the progress that we make on it from item #3849
As a side note, you should be able to use a shared DataSource for other widgets like the AutoComplete and Grid, as shown in this ASP.NET Core Demo
Also, as a token of gratitude for helping us discover this issue, I have updated your Telerik Points accordingly.