Just setting the ControllerFocusGroup is not enough. You also have to specify which controller can use which UI widgets. So, if you look at the demo I told you about, you can see in the code:
This sets the panel1 movie clip to only allow input from the controller mapped to 0x1 (controller 1), and panel2 can only be accessed by the controller at 0x2 (controller 2), while panel 3 can be accessed by both.
FocusManager.setFocusGroupMask( panel1, 0x1 );
FocusManager.setFocusGroupMask( panel2, 0x2 );
FocusManager.setFocusGroupMask( panel3, 0x1 | 0x2 );
And, initial focus for each controller must also be set:
These values (0x01, 0x02) are bitmasks. Google the term to learn more about how to use them. But, you really should study the demo more to understand it. It works, so if you copy it, you will be ok.
// Set the initial focuses to appropriate focus group (value is a bitmask)
panel1.r1.focused = 0x01; // Focus group 0
panel2.r1.focused = 0x02; // Focus group 1