When the Effects panel gets opened (either via button, menu or Ctrl+E) the focus stays on the main window, and the panel itself can't be accessed via keyboard.
By the way, within the program itself such panel is referred to with 3 different captions: "Effects and Filter", "Adjustment and Effects" and "Extended settings". A little disorienting. I suggest to uniform these, simply using "Effects" (given the default associated shortcut Ctrl+E).