This falls under the SWT-AWT interoperability issue.
So it demands a parallel implementation of Xembed Protocol by SWT, which is already done by AWT.

To Reproduce This:

i) Run the attached code.
(This requires swtlibraries as well as SWT native libraries)
ii)An SWT Shell Comes up.
Try traversing the focus(using Tab and Right/Left arrow keys), the Focus will never come to the AWT Components Embeded.