I've just been struggling with getting the TabIndex on XAML controls to work for an hour. Getting quite frustrated I can asure you.
Anyway - after searching the o' Google to no awail, it occured to me that maybe Visual Studio needed to completely rebuild the app to kind of re-tab-index-ing the controls, so I ended up deleting the 'obj' and 'bin' folders - and Voilà!- all of a sudden all my TabIndex's worked.
As always feel to ask or comment.