When going between the breadcrumb and menu sections while a menu is drilled in, multiple keypresses of Shift+Tab are required to navigate back to the breadcrumbs. What I think might be happening is that focus is shifting back through the parent menus in the DOM which exist but are not visible before hitting the breadcrumb section again. We probably need to manually move focus for this use case instead of relying on default browser behavior.
EDIT from @thatblindgeye : updating this issue to reflect that the breadcrumb drilldown example has a divider wrapped in an li element, without an ul or ol element containing it.