There is a problem with the dropdown component. If you set open on focus to true, when you tab or click into the control and it gains focus, you lose the tab index completely. If this isn't something you plan on addressing, is there a way to set the focus to the next data entry point? ie. once the dropdown selection is made, how do I set the focus to the next control (textbox, numeric, checkbox, etc...) and continue with the tab index order?
Actually it seems to be the case even when open on focus is not true.. Looking at your demo, the only one that seems to work properly is the demo with a simple collection, all the others display the same functionality.
Also tested the dropdowndatagrid component and it has the same issue with open on focus.
It seems that the issue is present only when AllowFiltering=true. We will do our best to research the problem and try to find a fix.
Yes that is the case, as soon as I remove filtering it works fine, but I need that functionality. Thank you for your help.
Fixed and the fix will be part of our next update later this week:
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Awesome, thank you for your help!
Thanks for the update 
This issue is not fixed completly. I've changed RadzenDropDown, which was not included in the fix, to RadzenDropDownDataGrid hoping it would be enough, but it's not. The drop down data grid has filtering enabled and when I focus on the component using tab navigation, the drop down opens as expected, but I cannot close it after that. Neither by selecting an option from drop down list, nor clicking outside the dropdown or ESC key, it just keeps the focus on the drop down and continuously opens it. Also maybe the fix show be applied to RadzenDropDown component.
Also after the search input from the drop down filter takes focus, it seems like the tab index is lost, since I can't navigate to the next element in the page after the drop down data grid component.
Yes, I have stopped using this function as it does not work in almost any scenario. Hope we can get a fix.