Hello Sheng,
Thank you reporting this issue. It is a known problem with the FrozenColumns and we have it mentioned in the Frozen Columns limitation section.
"When frozen columns are used, tabbing between the textboxes in an inline edit form is not supported out-of-the-box, because the frozen columns will be scrolled together with the non-frozen. In selected scenarios, this functionality can be achieved if you subscribe to the textboxes' focus events and scroll a specific <div> with JavaScript. This <div> has a client ID of <%=RadGridInstance.ClientID%>**_Frozen**. When doing this, you should take into account the current scroll position, and the width of the column that should be hidden/shown."
Although, it says "in an inline edit form", it is also applicable for the case when tabbing through the TextBoxes of the Filter row.
Currently, we do not have a workaround for this. You may try and implement a custom feature that will move the FrozenColumn's scrollbar when tabbing to next columns that are out of the visible boundaries.
You can also submit a Feature Request for this to be implemented out of the box.
Thank you for your understanding.
Regards,
Attila Antal
Progress Telerik