Apply the Office2010Silver theme to your application since it has a good border indication for the focus in RadSpinEditor. 

Please run the attached project and click in the RadSpinEditor that is not in the RadPopupContainer. You will notice that when you move the mouse away that the border is highlighted in yellow showing that the control has complete focus. Now, click in the RadSpinEditor that is in the RadPopupContainer and move your mouse away. You will notice that the border is not highlighted in yellow indicating that it does not have focus. You can also see that it does not fire the GotFocus event. If you click closer to the border out of the "TextBox" area, the control border will stay yellow showing complete focus and fire off the GotFocus event. However, in this case, the caret is not displayed.

Workaround: handle the GotFocus/LostFocus events for the SpinElement.TextBoxItem and apply the desired border for indicating the focus.