At work we have pinpointed the problem. You must it the ESCAPE key to get out of the preview screen.
When someone sends something in Teams chat that opens in a preview screen, hit the EXCAPE key to get out of the preview screen. Do not use the back arrow button (<) in the upper left corner or to get out of the preview screen (any other method) .
When you click on the picture/document sent to you in TEAMS chat , it opens in a preview screen. When done viewing the attachment, some people hit the back arrow (<) in the upper left corner of the preview screen. For whatever reason, using the back button (<) in the preview screen does not return the focus to back the chat session when the preview screen closes. However, if you open a picture in the preview screen then hit the ESCAPE key to close the preview screen, that will release the focus and put the focus back in the chat window and your keyboard arrows will continue to work.
Kudos to my coworker. The coworker's arrow keys would stop working in TEAMS chat, he noticed that he opened a screenshot (picture) right before the arrow keys stopped working. I also tested opening the screenshot, that is when we noticed the difference in our methods of closing the preview screen. He uses the back button, I use the escape key. I have not had the problem - until I also tried the back button of the preview screen.
Need to submit this to Microsoft so they can reproduce the problem this time and fix it.