ThrowFocus() can do what you want.

But, since you cannot exit the last layout element on a form with the Tab key, you can't simply put a ThrowFocus() command in the On Element Exit event of that last element. So, you will need to add one more LE to your form, and put ThrowFocus(MyFirstLE) in its On Element Entry event.

It can be an "unbound" text box that you set as a "Flat" "Filled" box (done on the "Look" tab in Property Editor) with the same background color as the form, and remove the label (or also set the label color the same as the form). This will keep it hidden from view. You may also need to click on Change Navigation Order to check that it is the last element in the list.