Yes, this event calls when some node going to lose focus and some node going to receive focus, you should determine it Focused property to understand context of event:
Private Function dgFilters_NodeFocusChanging(ByVal sender As Object, ByVal node As NineRays.Windows.Forms.Data.NodeBase) As Boolean Handles dgFilters.NodeFocusChanging
If (node.Focused = False) Then 'context: node before receiving focus
'... node coming to receive focus
End If
' return False to cancel receiving focus
End Function