https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5499932/

We postulate that the immune reaction initiates in the CNS and immune cells (including T cells/B cell) infiltrate into the CNS as a result.
An unknown causative agent sets off a local inflammatory reaction, after which activated microglia are stimulated by the microenvironment to differentiate into many subgroups that then serve as APCs, phagocytes, and immune effector cells to activate T cells. Activated T cells can then cross the blood–brain barrier and result in a peripheral immune response.
Subsequently, activated T cells, B cells, and macrophages migrate from the periphery into the CNS, which exacerbates the inflammation or leads to relapse.
This hypothesis could explain some phenomena in MS patients. First, the APCs (microglia and macrophages) originate in the CNS, are recognized by CNS-resident cells, and remain localized within the CNS, which could explain why MS patients experience no peripheral complications, such as autoimmune nephritis and arthritis. Second, the inflammatory cascade occurs entirely within the CNS, which could explain the insufficiency or the absence of lymphocyte recruitment into the CNS after the initial relapsing phase of MS
Also interesting:
Microglia show a clear region-specific profile, indicated by higher expression of type-I interferon genes in GM and higher expression of NF-κB pathway genes in WM. Transcriptional changes in MS microglia also differ between GM and WM. MS WM microglia show increased lipid metabolism gene expression, which relates to MS pathology since active MS lesion-derived microglial nuclei show similar altered gene expression (https://www.ncbi.nlm.nih.gov/pubmed/30867424).