The container control sends a WM_CONTROL (in Container Controls) message with the CN_KILLFOCUS notification code to its owner whenever the container is losing the focus.

param1
     USHORT  id            /*  Container control ID. */
     USHORT  CN_KILLFOCUS  /*  Notification code. */

param2
     HWND    hwndCnr       /*  Container control handle. */