After multiple different attempts, I finally got this thing working, BUT, not the way I would like it to. Please tell me there is a better way of getting this done.
I was also able to get the menu to gain focus when it displays. In the documentation, it shows that you can use both focus for the ContextMenu, and the ContextMenuItem. I was trying to give focus to the ContextMenu all this time, and wasn't working. What finally worked for me was that I simply gave focus to the first item in the menu. This also drives a question as to, why the focus wasn't working for the ContextMenu.
Again, please tell me there is a better way of getting this done with just one ContextMenu.
Thanks for all your help.