Ah, I see now that I have mixed things up with WPF code. I will remove the code, that is not good.
I ask again: have you called InitializeComponent and have you called it before you subscribe to the events?
I can hook up the LostFocus and GotFocus events and have them triggered when the mouse clicks on the control (GotFocus) and when the mouse clicks on Rhino (LostFocus).
I have noticed, though, that when the UserControl contains other elements, like for instance a text box, and you click in the textbox and then again in Rhino that the UserControl’s LostFocus event does not fire. For that you have to subscribe to the TextBox’s LostFocus event!
In my test the events fire if I subscribe to them.