Focusing multiple controls at the same time? VS autocompletion does it!

How can I focus multiple controls at the same time?
Visual Studio intellisense is obviously able to do it:

I write a dot and a list with member suggestions pops up. Now I can navigate with up/down keys in the list (which is showing focus rectangle) and at the same time the text cursor in the editor is blinking and I can write out the member I want to invoke.

How do they do it?
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