I have a datagrid with one column as DataGridTemplateColumn as follows :
I was facing the issue and PreviewKeyDown was also not capturing the arrow and Tab keys.
I was launching my WPF window from WinForms.
this post helped me.
To be precise this exact line: ElementHost.EnableModelessKeyboardInterop(myWindow);
Instead of that Use PreviewKeyDown
The KeyDown event is not raised for navigational keys that would normally be handled by WPF, but the PreviewKeyDown event is. You should set Handled=True if you don't want WPF to also handle the key event.