I never understood the focus in UMG, in the end I decided to create a custom UserWidget with a focus and lost focus custom delegates, all my widget inherited from this, and then when I receive inputs I look for all widgets of this class and only those marked as focusable, then by comparing their screen absolute position with the one in focus I was able to determine if something is focusable for the axis, let say if it was nothing at right then is not possible lost my focus, but if it was, then you can focus something new and broadcast the delegate for every widget,
Probably not the smart idea ever, but it does the job!
And why? because for that project I expended 2 days dealing with my widgets just in a effort to use properly the focus feature inside UE, but in change I expended just 1 day to implement my own,
I agree with the guy who began this thread, UMG is powerful but some stuff like this is confusing, not hard but confusing enough for me to create my own