I think the best solution would be to treat the object for object, as for example the object comboxbox. If you are on it and press up arrow or down arrow to move the focus to the next object, but if the combobox is open (using F4) then he must navigate in the itens the combobox as arrow up and down and pressing F4 again , the combobox will be closed the list and then he should already back to work with the up and down arrows to change the object next focus.
Grid/Browse is an object I can also browse with the arrow keys to navigate up and down, then this object could not get out keyboard arrow up and down, but the key "TAB".
Excuse me but I use google translator
Best Regards,
Rossine.