The purpose of this paper is to develop a high-order shock-capturing scheme capable of predicting flows where shock waves with high-temperature jumps interact with multi-component real gas mixtures, assuming a local thermodynamic equilibrium. We first propose a generalization of the Roe solver for distinct species with non-ideal thermodynamic properties that relies on the original method proposed by Vinokur & Montagné [1]. This method uses an approximation of compressibility factors to estimate a coherent value of the speed of sound at the Roe averaged state. This Roe averaged state is introduced in the One-Step Monotonicity-Preserving (OSMP) scheme, originally developed by Daru and Tenaud [2], to obtain an extension to the high-order with Lax-Wendroff procedure adequate for dealing with non-ideal gas flows. To avoid thermodynamic inconsistencies in the evolution of the Roe average state over a large stencil, we propose to reformulate the discrete total energy flux of the initial solver. This new formulation uses a combination of Riemann invariants related to the species mass fractions and avoids the influence of the independent values of the compressibility factors in the total energy flux computation. An additional M-P constraint on this new combination allows dealing with discontinuities. Based on the averaged speed of sound estimated by our proposed extension of the Vinokur & Montagné method, we demonstrate that this new formulation is equivalent to selecting a new combination of compressibility factors that completely fulfill the jump relationships of the Riemann problem. To properly capture discontinuities while optimizing the number of numerical cells, the new high-order OSMP scheme is combined with an Adaptive Multiresolution [3] procedure to automatically refine grid in regions where steep gradients occur and coarsen grid elsewhere. The order of the numerical method is evaluated on the convection of density and mass fraction waves. Its capability of capturing discontinuities is validated on a 1-D shock tube problem with a mixture of Nitrogen, Oxygen and dense refrigerant R22 gases. We show that smooth solutions, as well as discontinuities, are recovered with high accuracy. The 2-D interaction between a shock wave in Air with a cylindrical bubble initially filled with dense refrigerant R22 gas is also considered. Present results compare very well with both a recent fully resolved numerical solution of ideal gases and experimental results obtained with real gases. Compared to ideal gas solutions corresponding to calorically perfect gas, drastic changes are recorded on the predicted temperature and the bubble flow patterns that fully justify the use of relevant thermodynamics and the proposed numerical method to account for real gas properties.