Hi there people. If anyone still interested how to do this, I can show my way.
If you save your last focused object to a variable, you can use it for focusing back to it when you lose focus.
For example;
First of all, you should focus your first button on your main menu I guess.
Second, you should highlight all of your buttons or sliders when they are focused.
BUT ! You need to set a variable which holds your last focused object referance. If you focused one of those at button array, you should save it. So when you lose focus, you can get back to it.
The variable to save last widget is a Widget->ObjectReferance
I hope these can help you people.