This is a regression on 2.1.1, not on 2.1.2, and I think it is the fault of wxWidgets 3.

Note however that our rebuild of wxWidgets at least restores focus rings, which were absent in 2.1.2, so you can see the effects of the TAB key.

What I'm seeing now in 2.2.0 alpha, is that on opening an effect, focus is on the "Manage" button rather than in the first control.

Testing on macOS 10.15.4 with 2.4.0 RC06

What I am now seeing is that 

a) the OK button is focused (and active - will respond to enter)

b) none of the settings is focused

c) pressing Tab twice places focus on the first setting

d) I can tab through the settings OK

e) after I have tabbed through to the last setting, the next Tab leaves nothing focuses than a second tab restores focus to the first setting.

Is this good enough - or do we regard the Step b and step e invisibilities to be an issue still

(In reply to Peter Sampson from comment #3)
Gales' observations at Steps 4 and 5 still hold true

>4) Observe: In Change Speed the selection is in "Current Length" 
>5) Observe: in Change Pitch the selection is in the first octave.

And I observe that in Chage Tempo initial focus is on Beats per minute>From (and not the Percent Change as expected)

(In reply to Peter Sampson from comment #4)
All is good in this regard on W10 with 2.4.0 RC06

(In reply to Peter Sampson from comment #5)
Audacity 2.4.0 rc06
On Mac, 10.14.5, in built-in effects, "OK" or "Apply" button is blue, responds to "return" key but not "enter" key. For built-in generators, OK button responds both to "return" and "enter" keys.

Testing on macOS 10,15.6 with Audacity 3.0.0 25ddfc7#

This now appears to work properly for all EGAs with the initial focus being on the first control at Step 2