Thank you for the additional details. What you can do is to manually get the TextBox inside the cell and call its Focus() method. I have prepared a sample project which demonstrates this approach. When you run the project click on the RadButton in the middle. You can observe how TextBox is focused.
I am not sure what do you mean by the embedded textbox, but what you can try is to set the current cell. You can check the Set the Current Cell help article which demonstrates how to do that. Give this a try and let me know if it works for you? If not you can share some more additional information about your scenario.
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