When Grid Control is in edit mode, "tab" and "shift-tab" has the same effect on Focus navigation.
Both of these keys transfer focus from left to right. I am in doubt if this is a bug or there is some
other mechanism to transfer focus from right to left.
I can't reproduce what you described: maybe it depends on some settings you did in your own grid. So you should provide mode detailed information about your grid. If possible, add an example to the post, in order to reproduce the issue...