Which event should I use for this?
See Question&Answers more detail:osControl.Leave or Control.LostFocus:
When you change the focus by using the keyboard (?, ?+?, and so on), by calling the Select or SelectNextControl methods, or by setting the ContainerControl.ActiveControl property to the current form, focus events occur in the following order:
When you change the focus by using the mouse or by calling the Focus method, focus events occur in the following order:
If the CausesValidation property is set to false, the Validating and Validated events are suppressed.