The problem is, we have implemented our own GridGridView based on the Telerik RadGridView with custom style configuration and custom keyboard/selection behaviour. It is about 2K lines of code, so it is not very easy to post it here. But maybe some image can help. As you can see, the first 3 rows are selected and the 5th is only "highlighted". But when i move up the arrow keys, the "highlighted" row disappear under the selected rows.
Thank you for your answer.