Yes, I ended up removing the "implements IFocusManagerComplexComponent" and playing with focusEnabled and hasFocusableChildren properties in the external and in internal components instead to obtain the intended behaviour.
Thank for your help - maybe we could add some more detail in the IFocusManagerComplexComponent asdoc description explaining exactly how it is meant to be used. Incidentally, I discovered a strange behaviour of the Accordion - it seems to draw its accordion header focus feedback incorrectly when "tabbing out" from some type of components (you see both the next component in the accordion content and the accordion header drawn as focused at the same time) - cycling with tab over the header again refresh correctly that feedback. Probably a fix is its not worth the effort, give the low impact and the fact that we are going to replace it with a spark one someday.