KeyboardFocusManager.upFocusCycle is not working properly as far as Swings are concerned & it's failing on all the platforms. Everything is fine for AWT components.
There's no focus traversal from a component to top level window(JFrame) when this method is called. When this method is called from some other component which is not directly related with top level window than it will work fine e.g. say we have got JFrame with a JPanel & JButton on it & this JPanel further has got one JButton on it. When call to this method is made from JPanel or JButton there won't be any focus traversal but if call is made from JButton on the JPanel than one can notice the traversal from JButton to JPanel. To add method downFocusCycle is working fine.
Run the attached file & if you find focus owner JButton displayed on your screen then the bug is reproduced.